+265.7%
UMC vs OUST
-65.5%
+331.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.5% | +6.2% | -1.1% |
| 7D | +11.2% | -3.8% | +15.0% | +11.8% |
| 30D | -28.0% | +5.1% | -33.1% | -28.6% |
| 3M | -20.5% | -25.8% | +5.3% | -17.8% |
| 6M | -1.6% | -2.0% | +0.5% | -2.9% |
| YTD | +99.4% | +54.7% | +44.7% | +83.3% |
| 1Y | +120.4% | +48.8% | +71.6% | +102.9% |
| 3Y | +134.2% | +607.8% | -473.6% | +52.2% |
| 5Y | +78.8% | -52.7% | +131.6% | +61.7% |
| All | +265.7% | -65.5% | +331.2% | +249.1% |
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 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