-13.0%
USAR vs OUST
+540.7%
-553.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +10.8% | -4.3% | +4.1% |
| 7D | -1.1% | +36.7% | -37.7% | -8.0% |
| 30D | -30.3% | -3.3% | -26.9% | -30.0% |
| 3M | -54.7% | -11.1% | -43.6% | -53.8% |
| 6M | -67.5% | +53.1% | -120.6% | -70.3% |
| YTD | -26.4% | +78.2% | -104.6% | -34.4% |
| 1Y | -49.5% | +50.0% | -99.6% | -54.1% |
| 3Y | -14.5% | +836.2% | -850.6% | -20.7% |
| All | -13.0% | +540.7% | -553.7% | -19.4% |
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