-19.7%
UPS vs OUST
-64.1%
+44.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +14.0% | -16.5% | -3.2% |
| 7D | 0.0% | +17.0% | -17.0% | -0.9% |
| 30D | +17.3% | -16.5% | +33.8% | +18.2% |
| 3M | +6.6% | -23.7% | +30.3% | +7.6% |
| 6M | +12.0% | +18.4% | -6.4% | +8.3% |
| YTD | +14.4% | +60.8% | -46.4% | +7.8% |
| 1Y | +23.3% | +44.2% | -20.9% | +16.8% |
| 3Y | -9.6% | +668.1% | -677.7% | -28.4% |
| 5Y | -34.1% | -48.8% | +14.7% | -41.8% |
| All | -19.7% | -64.1% | +44.4% | -29.1% |
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 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