+203.7%
UAL vs OUST
-64.1%
+267.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +14.0% | -12.0% | +0.2% |
| 7D | +8.2% | +17.0% | -8.8% | +5.7% |
| 30D | +2.3% | -16.5% | +18.8% | +4.3% |
| 3M | -12.7% | -23.7% | +11.0% | -10.3% |
| 6M | +12.7% | +18.4% | -5.7% | +5.5% |
| YTD | +0.8% | +60.8% | -60.0% | -10.5% |
| 1Y | +17.8% | +44.2% | -26.4% | +5.7% |
| 3Y | +206.7% | +668.1% | -461.4% | +99.5% |
| 5Y | +113.9% | -48.8% | +162.7% | +72.6% |
| All | +203.7% | -64.1% | +267.8% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling