-62.4%
OUST vs URA
+413.7%
-476.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.1% |
| 7D | +5.2% | +1.1% | +4.2% | +4.5% |
| 30D | -19.3% | +7.4% | -26.7% | -23.5% |
| 3M | -22.6% | -8.4% | -14.2% | -16.0% |
| 6M | +62.8% | -12.7% | +75.5% | +81.7% |
| YTD | +68.3% | +7.8% | +60.6% | +62.3% |
| 1Y | +28.5% | +19.5% | +9.1% | +17.4% |
| 3Y | +554.0% | +116.4% | +437.6% | +307.9% |
| 5Y | -56.2% | +134.3% | -190.5% | -74.3% |
| All | -62.4% | +413.7% | -476.1% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling