+63.3%
UBER vs OUST
-45.2%
+108.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +1.2% | +14.0% | -12.8% | -0.7% |
| 30D | -1.1% | +2.5% | -3.7% | -2.1% |
| 3M | -10.0% | -15.3% | +5.3% | -9.3% |
| 6M | -7.2% | +42.6% | -49.8% | -17.2% |
| YTD | -13.5% | +76.6% | -90.1% | -26.6% |
| 1Y | -24.5% | +54.1% | -78.5% | -34.8% |
| 3Y | +37.0% | +675.3% | -638.2% | -24.8% |
| 5Y | +63.3% | -45.1% | +108.4% | +45.0% |
| All | +63.3% | -45.2% | +108.6% | +45.0% |
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 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