+182.2%
ULTA vs OUST
-60.6%
+242.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.2% | +14.0% | -14.2% | -1.1% |
| 30D | +16.1% | +2.5% | +13.6% | +15.6% |
| 3M | +21.7% | -15.3% | +37.1% | +22.2% |
| 6M | +28.7% | +42.6% | -13.9% | +22.0% |
| YTD | +8.9% | +76.6% | -67.7% | +0.8% |
| 1Y | +26.1% | +54.1% | -28.0% | +17.5% |
| 3Y | +69.1% | +675.3% | -606.1% | +31.1% |
| 5Y | +66.6% | -45.1% | +111.7% | +50.0% |
| All | +182.2% | -60.6% | +242.8% | +148.3% |
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 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