+67.0%
ULTA vs OUST
+626.4%
-559.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +14.0% | -14.8% | -1.5% |
| 7D | +0.7% | +17.0% | -16.3% | -0.2% |
| 30D | +18.2% | -16.5% | +34.7% | +19.0% |
| 3M | +19.7% | -23.7% | +43.3% | +20.7% |
| 6M | +20.5% | +18.4% | +2.1% | +15.2% |
| YTD | +6.6% | +60.8% | -54.2% | -1.2% |
| 1Y | +26.5% | +44.2% | -17.7% | +17.7% |
| 3Y | +67.0% | +668.1% | -601.1% | +21.1% |
| All | +67.0% | +626.4% | -559.4% | +21.1% |
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