+33.5%
UNH vs OUST
-64.1%
+97.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.0% | -14.4% | -0.5% |
| 7D | -3.2% | +17.0% | -20.1% | -3.3% |
| 30D | +4.8% | -16.5% | +21.3% | +5.0% |
| 3M | -1.8% | -23.7% | +21.8% | -1.7% |
| 6M | +8.6% | +18.4% | -9.8% | +7.9% |
| YTD | +21.8% | +60.8% | -39.0% | +20.5% |
| 1Y | +25.8% | +44.2% | -18.4% | +24.6% |
| 3Y | -21.3% | +668.1% | -689.4% | -22.4% |
| 5Y | -5.3% | -48.8% | +43.5% | -6.5% |
| All | +33.5% | -64.1% | +97.6% | +33.4% |
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 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