+432.7%
URI vs OUST
-62.4%
+495.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.4% |
| 7D | -2.0% | +5.2% | -7.2% | -2.5% |
| 30D | -12.9% | -19.3% | +6.3% | -11.0% |
| 3M | -6.7% | -22.6% | +15.9% | -6.1% |
| 6M | +19.0% | +62.8% | -43.8% | +8.2% |
| YTD | +25.5% | +68.3% | -42.8% | +13.1% |
| 1Y | +5.5% | +28.5% | -23.0% | -3.4% |
| 3Y | +111.3% | +554.0% | -442.7% | +45.1% |
| 5Y | +198.6% | -56.2% | +254.8% | +147.5% |
| All | +432.7% | -62.4% | +495.1% | +340.7% |
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