+87.0%
UBER vs OUST
-65.5%
+152.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.5% | +9.3% | +1.9% |
| 7D | +1.6% | -3.8% | +5.4% | +2.0% |
| 30D | +0.6% | +5.1% | -4.5% | -0.8% |
| 3M | -8.2% | -25.8% | +17.7% | -5.9% |
| 6M | -6.7% | -2.0% | -4.7% | -11.7% |
| YTD | -14.7% | +54.7% | -69.4% | -26.4% |
| 1Y | -24.1% | +48.8% | -72.9% | -34.3% |
| 3Y | +33.4% | +607.8% | -574.4% | -24.8% |
| 5Y | +54.5% | -52.7% | +107.2% | +30.7% |
| All | +87.0% | -65.5% | +152.5% | +68.0% |
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