-68.5%
OUST vs URA
+245.5%
-314.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -5.3% | -3.7% | -5.2% |
| 7D | -5.0% | -13.3% | +8.2% | +5.6% |
| 30D | -32.0% | -25.9% | -6.2% | -14.5% |
| 3M | -32.4% | -27.8% | -4.6% | -13.6% |
| 6M | +6.7% | -42.8% | +49.6% | +64.1% |
| YTD | +41.0% | -27.5% | +68.5% | +83.3% |
| 1Y | +18.0% | -35.1% | +53.1% | +66.5% |
| 3Y | +560.6% | +31.1% | +529.5% | +494.0% |
| 5Y | -55.1% | +29.8% | -84.9% | -61.8% |
| All | -68.5% | +245.5% | -314.0% | -77.5% |
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