+83.0%
UMC vs OUST
-48.5%
+131.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.4% |
| 7D | +17.8% | +19.9% | -2.1% | +14.8% |
| 30D | -29.6% | +3.6% | -33.2% | -30.1% |
| 3M | -18.4% | -20.6% | +2.3% | -16.4% |
| 6M | -0.1% | +35.1% | -35.2% | -5.4% |
| YTD | +104.0% | +69.1% | +34.9% | +85.9% |
| 1Y | +121.5% | +49.9% | +71.6% | +103.9% |
| 3Y | +135.0% | +642.4% | -507.4% | +52.3% |
| 5Y | +83.0% | -48.3% | +131.3% | +79.6% |
| All | +83.0% | -48.5% | +131.5% | +79.6% |
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