+122.5%
UMC vs OUST
-56.2%
+178.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +4.4% |
| 7D | +5.0% | +5.2% | -0.3% | +4.2% |
| 30D | +7.7% | -19.3% | +26.9% | +10.5% |
| 3M | +1.7% | -22.6% | +24.3% | +3.6% |
| 6M | +113.9% | +62.8% | +51.1% | +98.1% |
| YTD | +168.9% | +68.3% | +100.6% | +145.8% |
| 1Y | +207.2% | +28.5% | +178.7% | +184.5% |
| 3Y | +227.7% | +554.0% | -326.4% | +114.7% |
| All | +122.5% | -56.2% | +178.7% | +126.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling