-20.9%
UNH vs OUST
+692.9%
-713.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.6% | +14.0% | -15.5% | -1.8% |
| 30D | +6.5% | +2.5% | +3.9% | +6.3% |
| 3M | +0.8% | -15.3% | +16.1% | +0.9% |
| 6M | +6.1% | +42.6% | -36.6% | +4.4% |
| YTD | +24.5% | +76.6% | -52.1% | +21.6% |
| 1Y | +26.3% | +54.1% | -27.7% | +23.5% |
| All | -20.9% | +692.9% | -713.9% | -23.2% |
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