+163.4%
URI vs OUST
+600.2%
-436.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +15.7% | -20.1% | -6.1% |
| 7D | -4.3% | -0.2% | -4.1% | -4.5% |
| 30D | +4.6% | -24.0% | +28.6% | +7.3% |
| 3M | -2.1% | -29.9% | +27.8% | +1.0% |
| 6M | +21.9% | +19.1% | +2.8% | +15.1% |
| YTD | +39.7% | +55.0% | -15.3% | +26.1% |
| 1Y | +32.9% | +21.2% | +11.7% | +23.0% |
| All | +163.4% | +600.2% | -436.8% | +68.9% |
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 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