-9.3%
UL vs OUST
+33.5%
-42.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | 0.0% |
| 7D | -1.3% | +5.2% | -6.6% | -1.1% |
| 30D | +0.5% | -19.3% | +19.7% | -0.5% |
| 3M | +17.6% | -22.6% | +40.2% | +17.2% |
| 6M | -5.4% | +62.8% | -68.1% | -2.2% |
| YTD | +0.7% | +68.3% | -67.6% | +4.6% |
| 1Y | -9.3% | +28.5% | -37.8% | -6.7% |
| All | -9.3% | +33.5% | -42.7% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling