+36.0%
UL vs OUST
+626.4%
-590.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +14.0% | -16.5% | -2.1% |
| 7D | +1.1% | +17.0% | -15.9% | +1.6% |
| 30D | +8.2% | -16.5% | +24.7% | +8.0% |
| 3M | +4.5% | -23.7% | +28.2% | +4.2% |
| 6M | +12.6% | +18.4% | -5.8% | +13.5% |
| YTD | +3.5% | +60.8% | -57.3% | +5.1% |
| 1Y | -0.4% | +44.2% | -44.6% | +1.0% |
| 3Y | +36.0% | +668.1% | -632.1% | +37.1% |
| All | +36.0% | +626.4% | -590.4% | +37.1% |
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