+214.9%
UAL vs OUST
+600.2%
-385.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +15.7% | -7.8% | +5.8% |
| 7D | +11.9% | -0.2% | +12.1% | +11.8% |
| 30D | +5.2% | -24.0% | +29.2% | +8.8% |
| 3M | -12.7% | -29.9% | +17.2% | -9.2% |
| 6M | +28.5% | +19.1% | +9.4% | +20.0% |
| YTD | +3.5% | +55.0% | -51.5% | -8.1% |
| 1Y | +27.5% | +21.2% | +6.4% | +16.3% |
| All | +214.9% | +600.2% | -385.3% | +106.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling