+84.0%
UBER vs OUST
-64.1%
+148.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +14.0% | -14.3% | -2.1% |
| 7D | +5.1% | +17.0% | -11.9% | +2.7% |
| 30D | +0.2% | -16.5% | +16.7% | +1.8% |
| 3M | -2.7% | -23.7% | +21.0% | -0.7% |
| 6M | -13.4% | +18.4% | -31.7% | -20.8% |
| YTD | -16.1% | +60.8% | -76.8% | -27.9% |
| 1Y | -25.5% | +44.2% | -69.7% | -35.2% |
| 3Y | +42.5% | +668.1% | -625.6% | -21.0% |
| 5Y | +45.3% | -48.8% | +94.2% | +21.7% |
| All | +84.0% | -64.1% | +148.2% | +64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling