+103.3%
UBER vs OUST
-62.4%
+165.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.5% |
| 7D | -3.9% | +5.2% | -9.1% | -4.5% |
| 30D | +11.1% | -19.3% | +30.4% | +13.8% |
| 3M | +4.9% | -22.6% | +27.6% | +4.8% |
| 6M | -1.2% | +62.8% | -63.9% | -13.5% |
| YTD | -7.3% | +68.3% | -75.6% | -20.0% |
| 1Y | -17.6% | +28.5% | -46.2% | -27.4% |
| 3Y | +61.1% | +554.0% | -493.0% | -7.0% |
| 5Y | +87.9% | -56.2% | +144.1% | +62.3% |
| All | +103.3% | -62.4% | +165.7% | +82.7% |
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