+115.0%
UMC vs OUST
+11.1%
+104.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +15.7% | -17.8% | -5.5% |
| 7D | -14.7% | -0.2% | -14.5% | -14.8% |
| 30D | -32.9% | -24.0% | -8.9% | -29.3% |
| 3M | -22.2% | -29.9% | +7.7% | -17.1% |
| 6M | +25.9% | +19.1% | +6.8% | +23.6% |
| YTD | +107.9% | +55.0% | +52.9% | +97.1% |
| 1Y | +115.0% | +21.2% | +93.9% | +111.5% |
| All | +115.0% | +11.1% | +104.0% | +111.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling