+64.6%
UNP vs OUST
-60.2%
+124.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.8% | -8.5% | +2.0% |
| 7D | -3.3% | +36.7% | -39.9% | -4.2% |
| 30D | +6.7% | -3.3% | +10.0% | +6.6% |
| 3M | +1.8% | -11.1% | +12.9% | +1.8% |
| 6M | +13.3% | +53.1% | -39.7% | +10.1% |
| YTD | +30.3% | +78.2% | -47.9% | +25.3% |
| 1Y | +36.9% | +50.0% | -13.1% | +32.3% |
| 3Y | +50.9% | +836.2% | -785.2% | +29.9% |
| 5Y | +37.9% | -50.0% | +87.9% | +24.8% |
| All | +64.6% | -60.2% | +124.9% | +48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling