+437.6%
UMC vs OUST
-63.6%
+501.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | +9.0% | -3.0% | +12.0% | +9.4% |
| 30D | +17.2% | -23.4% | +40.6% | +21.1% |
| 3M | +11.4% | -10.8% | +22.2% | +11.7% |
| 6M | +137.5% | +42.7% | +94.8% | +123.2% |
| YTD | +193.1% | +63.3% | +129.8% | +168.5% |
| 1Y | +240.3% | +15.0% | +225.3% | +219.3% |
| 3Y | +262.2% | +610.9% | -348.7% | +134.5% |
| 5Y | +143.1% | -54.8% | +197.9% | +121.2% |
| All | +437.6% | -63.6% | +501.2% | +411.3% |
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