+222.3%
UMC vs OUST
+34.0%
+188.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.1% | +4.6% |
| 7D | +6.6% | +12.7% | -6.1% | +4.4% |
| 30D | +16.6% | -13.6% | +30.2% | +19.2% |
| 3M | +11.0% | -8.3% | +19.3% | +11.4% |
| 6M | +131.3% | +85.0% | +46.3% | +122.4% |
| YTD | +182.5% | +73.2% | +109.2% | +170.0% |
| 1Y | +222.3% | +32.5% | +189.8% | +207.5% |
| All | +222.3% | +34.0% | +188.3% | +207.5% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling