-9.6%
UPS vs OUST
+626.4%
-636.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +14.0% | -16.5% | -3.1% |
| 7D | 0.0% | +17.0% | -17.0% | -0.7% |
| 30D | +17.3% | -16.5% | +33.8% | +18.0% |
| 3M | +6.6% | -23.7% | +30.3% | +7.4% |
| 6M | +12.0% | +18.4% | -6.4% | +8.8% |
| YTD | +14.4% | +60.8% | -46.4% | +8.7% |
| 1Y | +23.3% | +44.2% | -20.9% | +17.6% |
| 3Y | -9.6% | +668.1% | -677.7% | -28.4% |
| All | -9.6% | +626.4% | -636.0% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling