+11.5%
UL vs OUST
-62.4%
+74.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.1% |
| 7D | -1.3% | +5.2% | -6.6% | -1.3% |
| 30D | +0.5% | -19.3% | +19.7% | +0.4% |
| 3M | +17.6% | -22.6% | +40.2% | +17.5% |
| 6M | -5.4% | +62.8% | -68.1% | -5.4% |
| YTD | +0.7% | +68.3% | -67.6% | +0.7% |
| 1Y | -9.3% | +28.5% | -37.8% | -9.3% |
| 3Y | +24.5% | +554.0% | -529.5% | +21.4% |
| 5Y | +23.2% | -56.2% | +79.4% | +20.5% |
| All | +11.5% | -62.4% | +74.0% | +10.3% |
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