+89.7%
UMC vs OUST
+28.6%
+61.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +14.0% | -10.5% | +0.3% |
| 7D | -17.0% | +17.0% | -34.0% | -20.0% |
| 30D | -40.6% | -16.5% | -24.1% | -38.6% |
| 3M | -27.9% | -23.7% | -4.2% | -24.6% |
| 6M | -7.5% | +18.4% | -25.8% | -9.1% |
| YTD | +79.3% | +60.8% | +18.5% | +70.0% |
| All | +89.7% | +28.6% | +61.1% | +82.5% |
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