+60.8%
UNP vs OUST
-64.1%
+125.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +14.0% | -16.6% | -3.0% |
| 7D | -4.6% | +17.0% | -21.5% | -5.1% |
| 30D | +5.6% | -16.5% | +22.1% | +6.0% |
| 3M | -1.3% | -23.7% | +22.4% | -0.8% |
| 6M | +9.2% | +18.4% | -9.1% | +7.0% |
| YTD | +27.3% | +60.8% | -33.5% | +22.8% |
| 1Y | +35.9% | +44.2% | -8.3% | +31.4% |
| 3Y | +45.5% | +668.1% | -622.6% | +26.1% |
| 5Y | +36.0% | -48.8% | +84.8% | +23.3% |
| All | +60.8% | -64.1% | +125.0% | +45.2% |
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