+17.6%
UL vs OUST
-68.5%
+86.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.0% | +10.2% | +1.1% |
| 7D | +5.5% | -5.0% | +10.5% | +5.5% |
| 30D | +11.4% | -32.0% | +43.4% | +11.1% |
| 3M | +6.0% | -32.4% | +38.3% | +5.8% |
| 6M | +18.0% | +6.7% | +11.3% | +17.9% |
| YTD | +6.2% | +41.0% | -34.8% | +6.1% |
| 1Y | +1.5% | +18.0% | -16.5% | +1.5% |
| 3Y | +39.8% | +560.6% | -520.8% | +35.9% |
| 5Y | +34.3% | -55.1% | +89.4% | +31.7% |
| All | +17.6% | -68.5% | +86.1% | +16.3% |
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