+176.6%
URI vs OUST
-56.4%
+233.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.6% |
| 3M | -10.0% | -32.4% | +22.3% | -6.6% |
| 6M | +12.2% | +6.7% | +5.5% | +6.9% |
| YTD | +29.8% | +41.0% | -11.3% | +17.8% |
| 1Y | +24.6% | +18.0% | +6.6% | +15.3% |
| 3Y | +137.6% | +560.6% | -423.0% | +57.1% |
| 5Y | +176.6% | -55.1% | +231.7% | +135.7% |
| All | +176.6% | -56.4% | +233.0% | +135.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling