+14.3%
UAL vs OUST
-1.5%
+15.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.0% | +4.5% | -3.1% |
| 7D | +5.0% | -5.0% | +10.1% | +5.7% |
| 30D | -1.2% | -32.0% | +30.8% | +4.0% |
| 3M | -16.8% | -32.4% | +15.6% | -12.8% |
| 6M | +18.0% | +6.7% | +11.2% | +9.7% |
| YTD | -1.2% | +41.0% | -42.2% | -17.4% |
| 1Y | +14.3% | +18.0% | -3.7% | -1.1% |
| All | +14.3% | -1.5% | +15.9% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling