+222.3%
UMC vs OUST
+554.0%
-331.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +4.4% |
| 7D | +5.0% | +5.2% | -0.3% | +4.3% |
| 30D | +7.7% | -19.3% | +26.9% | +10.1% |
| 3M | +1.7% | -22.6% | +24.3% | +3.3% |
| 6M | +113.9% | +62.8% | +51.1% | +103.9% |
| YTD | +168.9% | +68.3% | +100.6% | +154.3% |
| 1Y | +207.2% | +28.5% | +178.7% | +192.8% |
| All | +222.3% | +554.0% | -331.7% | +134.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling