+27.1%
UPS vs OUST
+42.6%
-15.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.8% | -8.4% | +2.1% |
| 7D | +1.1% | +36.7% | -35.5% | +0.1% |
| 30D | +17.3% | -3.3% | +20.7% | +17.1% |
| 3M | +7.9% | -11.1% | +19.0% | +7.8% |
| 6M | +13.7% | +53.1% | -39.3% | +9.8% |
| YTD | +17.2% | +78.2% | -61.1% | +11.9% |
| All | +27.1% | +42.6% | -15.5% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling