+200.1%
UAL vs OUST
-62.4%
+262.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +2.3% |
| 7D | +0.7% | +5.2% | -4.5% | 0.0% |
| 30D | -16.1% | -19.3% | +3.2% | -13.9% |
| 3M | +6.1% | -22.6% | +28.8% | +6.9% |
| 6M | +10.8% | +62.8% | -51.9% | -0.6% |
| YTD | -0.4% | +68.3% | -68.7% | -11.6% |
| 1Y | +5.0% | +28.5% | -23.5% | -4.6% |
| 3Y | +124.0% | +554.0% | -430.0% | +49.1% |
| 5Y | +141.0% | -56.2% | +197.2% | +96.4% |
| All | +200.1% | -62.4% | +262.5% | +149.3% |
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