-3.4%
UNH vs OUST
-48.5%
+45.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.8% | +0.6% |
| 7D | +2.4% | +19.9% | -17.5% | +2.1% |
| 30D | +7.2% | +3.6% | +3.7% | +7.1% |
| 3M | +0.5% | -20.6% | +21.1% | +0.7% |
| 6M | +3.4% | +35.1% | -31.6% | +2.4% |
| YTD | +25.2% | +69.1% | -44.0% | +23.4% |
| 1Y | +22.7% | +49.9% | -27.3% | +21.0% |
| 3Y | -20.3% | +642.4% | -662.7% | -22.3% |
| 5Y | -3.4% | -48.3% | +44.9% | -0.4% |
| All | -3.4% | -48.5% | +45.1% | -0.4% |
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