+144.6%
URI vs OUST
+537.2%
-392.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -9.0% | +1.9% | -6.1% |
| 7D | -12.9% | -5.0% | -7.9% | -12.6% |
| 30D | -3.4% | -32.0% | +28.6% | +0.4% |
| 3M | -10.0% | -32.4% | +22.3% | -6.8% |
| 6M | +12.2% | +6.7% | +5.5% | +7.2% |
| YTD | +29.8% | +41.0% | -11.3% | +18.4% |
| 1Y | +24.6% | +18.0% | +6.6% | +15.7% |
| All | +144.6% | +537.2% | -392.5% | +58.5% |
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