-24.1%
UPS vs OUST
-62.4%
+38.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -1.3% |
| 7D | -2.9% | +5.2% | -8.1% | -3.2% |
| 30D | -3.5% | -19.3% | +15.8% | -2.5% |
| 3M | -5.7% | -22.6% | +16.9% | -5.5% |
| 6M | -4.4% | +62.8% | -67.1% | -9.2% |
| YTD | +8.0% | +68.3% | -60.3% | +2.1% |
| 1Y | +29.0% | +28.5% | +0.5% | +22.7% |
| 3Y | -27.7% | +554.0% | -581.8% | -41.9% |
| 5Y | -34.3% | -56.2% | +21.9% | -41.3% |
| All | -24.1% | -62.4% | +38.3% | -32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling