+228.9%
UMC vs OUST
-64.1%
+293.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +14.0% | -10.5% | +1.6% |
| 7D | -17.0% | +17.0% | -34.0% | -18.8% |
| 30D | -40.6% | -16.5% | -24.1% | -39.3% |
| 3M | -27.9% | -23.7% | -4.2% | -25.7% |
| 6M | -7.5% | +18.4% | -25.8% | -11.2% |
| YTD | +79.3% | +60.8% | +18.5% | +64.0% |
| 1Y | +92.8% | +44.2% | +48.6% | +77.9% |
| 3Y | +108.2% | +668.1% | -559.9% | +33.3% |
| 5Y | +68.4% | -48.8% | +117.3% | +50.4% |
| All | +228.9% | -64.1% | +293.0% | +212.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling