+60.5%
UNP vs OUST
-62.4%
+123.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | -5.3% | +5.2% | -10.6% | -5.5% |
| 30D | -1.5% | -19.3% | +17.7% | -1.0% |
| 3M | +10.3% | -22.6% | +32.9% | +10.3% |
| 6M | +9.7% | +62.8% | -53.1% | +6.2% |
| YTD | +27.1% | +68.3% | -41.2% | +22.7% |
| 1Y | +32.6% | +28.5% | +4.0% | +28.5% |
| 3Y | +40.0% | +554.0% | -514.1% | +22.2% |
| 5Y | +50.8% | -56.2% | +107.1% | +37.2% |
| All | +60.5% | -62.4% | +123.0% | +45.1% |
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