-7.5%
UMC vs OUST
+31.3%
-38.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +14.0% | -10.5% | -0.5% |
| 7D | -17.0% | +17.0% | -34.0% | -20.7% |
| 30D | -40.6% | -16.5% | -24.1% | -38.0% |
| 3M | -27.9% | -23.7% | -4.2% | -23.6% |
| 6M | -7.5% | +18.4% | -25.8% | -10.3% |
| All | -7.5% | +31.3% | -38.8% | -10.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling