-62.4%
OUST vs UUUU
+736.4%
-798.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.4% |
| 7D | +5.2% | -1.4% | +6.6% | +5.8% |
| 30D | -19.3% | +16.3% | -35.6% | -23.9% |
| 3M | -22.6% | -16.7% | -5.9% | -16.6% |
| 6M | +62.8% | -33.7% | +96.4% | +86.5% |
| YTD | +68.3% | -0.5% | +68.8% | +63.8% |
| 1Y | +28.5% | +28.9% | -0.3% | +11.3% |
| 3Y | +554.0% | +99.9% | +454.2% | +342.8% |
| 5Y | -56.2% | +135.3% | -191.5% | -72.6% |
| All | -62.4% | +736.4% | -798.9% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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