-16.6%
UPS vs OUST
-65.5%
+48.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -8.5% | +10.4% | +2.3% |
| 7D | +3.8% | -3.8% | +7.6% | +4.0% |
| 30D | +17.4% | +5.1% | +12.3% | +16.7% |
| 3M | +8.2% | -25.8% | +34.0% | +9.3% |
| 6M | +17.9% | -2.0% | +20.0% | +15.6% |
| YTD | +18.7% | +54.7% | -36.0% | +12.1% |
| 1Y | +24.8% | +48.8% | -24.0% | +17.9% |
| 3Y | -4.5% | +607.8% | -612.4% | -23.9% |
| 5Y | -33.2% | -52.7% | +19.5% | -40.7% |
| All | -16.6% | -65.5% | +48.8% | -26.3% |
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