+178.7%
ULTA vs OUST
-62.3%
+241.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | -1.0% |
| 7D | +0.2% | +19.9% | -19.7% | -1.0% |
| 30D | +12.4% | +3.6% | +8.8% | +11.8% |
| 3M | +22.4% | -20.6% | +43.0% | +23.3% |
| 6M | +28.9% | +35.1% | -6.2% | +22.5% |
| YTD | +7.6% | +69.1% | -61.5% | -0.1% |
| 1Y | +21.6% | +49.9% | -28.4% | +13.5% |
| 3Y | +67.0% | +642.4% | -575.4% | +29.8% |
| 5Y | +64.2% | -48.3% | +112.5% | +48.3% |
| All | +178.7% | -62.3% | +241.0% | +145.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling