-17.7%
UPS vs OUST
-60.2%
+42.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.8% | -8.4% | +1.8% |
| 7D | +1.1% | +36.7% | -35.5% | -0.7% |
| 30D | +17.3% | -3.3% | +20.7% | +17.2% |
| 3M | +7.9% | -11.1% | +19.0% | +7.9% |
| 6M | +13.7% | +53.1% | -39.3% | +8.4% |
| YTD | +17.2% | +78.2% | -61.1% | +9.8% |
| 1Y | +23.2% | +50.0% | -26.8% | +16.5% |
| 3Y | -5.9% | +836.2% | -842.0% | -26.3% |
| 5Y | -33.1% | -50.0% | +16.9% | -40.8% |
| All | -17.7% | -60.2% | +42.5% | -27.8% |
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 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