-17.7%
UPS vs OUST
-68.5%
+50.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.0% | +6.1% | -2.4% |
| 7D | +3.5% | -5.0% | +8.5% | +3.7% |
| 30D | +19.3% | -32.0% | +51.3% | +21.5% |
| 3M | +4.7% | -32.4% | +37.1% | +6.5% |
| 6M | +17.0% | +6.7% | +10.3% | +13.8% |
| YTD | +17.3% | +41.0% | -23.8% | +11.4% |
| 1Y | +27.4% | +18.0% | +9.4% | +22.1% |
| 3Y | -7.7% | +560.6% | -568.3% | -26.2% |
| 5Y | -32.4% | -55.1% | +22.7% | -39.8% |
| All | -17.7% | -68.5% | +50.9% | -26.8% |
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 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