+65.2%
UNP vs OUST
-68.5%
+133.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -9.0% | +5.6% | -3.2% |
| 7D | -1.3% | -5.0% | +3.7% | -1.2% |
| 30D | +7.7% | -32.0% | +39.8% | +8.9% |
| 3M | +1.3% | -32.4% | +33.6% | +2.2% |
| 6M | +14.0% | +6.7% | +7.3% | +12.0% |
| YTD | +30.8% | +41.0% | -10.3% | +26.7% |
| 1Y | +40.0% | +18.0% | +22.0% | +36.3% |
| 3Y | +50.1% | +560.6% | -510.6% | +30.7% |
| 5Y | +39.6% | -55.1% | +94.8% | +27.1% |
| All | +65.2% | -68.5% | +133.7% | +49.8% |
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 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