+35.6%
UNP vs OUST
-49.1%
+84.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +14.0% | -16.6% | -3.1% |
| 7D | -4.6% | +17.0% | -21.5% | -5.1% |
| 30D | +5.6% | -16.5% | +22.1% | +6.1% |
| 3M | -1.3% | -23.7% | +22.4% | -0.7% |
| 6M | +9.2% | +18.4% | -9.1% | +6.8% |
| YTD | +27.3% | +60.8% | -33.5% | +22.3% |
| 1Y | +35.9% | +44.2% | -8.3% | +30.9% |
| 3Y | +45.5% | +668.1% | -622.6% | +23.1% |
| All | +35.6% | -49.1% | +84.7% | +21.8% |
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