+109.6%
UAL vs OUST
-56.4%
+166.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.0% | +4.5% | -3.3% |
| 7D | +5.0% | -5.0% | +10.1% | +5.7% |
| 30D | -1.2% | -32.0% | +30.8% | +3.9% |
| 3M | -16.8% | -32.4% | +15.6% | -12.7% |
| 6M | +18.0% | +6.7% | +11.2% | +11.5% |
| YTD | -1.2% | +41.0% | -42.2% | -11.5% |
| 1Y | +14.3% | +18.0% | -3.7% | +4.6% |
| 3Y | +194.6% | +560.6% | -366.0% | +85.7% |
| 5Y | +109.6% | -55.1% | +164.7% | +77.4% |
| All | +109.6% | -56.4% | +166.0% | +77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling