+141.5%
ULTA vs OUST
-62.4%
+204.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.2% |
| 7D | +9.0% | +5.2% | +3.8% | +8.7% |
| 30D | +4.6% | -19.3% | +23.8% | +5.7% |
| 3M | +22.0% | -22.6% | +44.6% | +21.9% |
| 6M | -14.7% | +62.8% | -77.5% | -19.9% |
| YTD | -6.8% | +68.3% | -75.1% | -13.0% |
| 1Y | +6.5% | +28.5% | -22.0% | +0.1% |
| 3Y | +35.6% | +554.0% | -518.4% | +6.4% |
| 5Y | +47.6% | -56.2% | +103.8% | +34.9% |
| All | +141.5% | -62.4% | +204.0% | +114.2% |
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