+33.4%
UBER vs OUST
+594.6%
-561.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.5% | +9.3% | +1.4% |
| 7D | +1.6% | -3.8% | +5.4% | +1.8% |
| 30D | +0.6% | +5.1% | -4.5% | -0.1% |
| 3M | -8.2% | -25.8% | +17.7% | -6.8% |
| 6M | -6.7% | -2.0% | -4.7% | -9.9% |
| YTD | -14.7% | +54.7% | -69.4% | -22.5% |
| 1Y | -24.1% | +48.8% | -72.9% | -30.8% |
| 3Y | +33.4% | +607.8% | -574.4% | 0.0% |
| All | +33.4% | +594.6% | -561.2% | 0.0% |
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 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