-19.7%
USAR vs OUST
+626.4%
-646.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +14.0% | -3.2% | +7.5% |
| 7D | -14.5% | +17.0% | -31.5% | -17.9% |
| 30D | -37.8% | -16.5% | -21.3% | -35.4% |
| 3M | -52.8% | -23.7% | -29.1% | -50.1% |
| 6M | -71.2% | +18.4% | -89.6% | -72.6% |
| YTD | -30.9% | +60.8% | -91.7% | -37.6% |
| 1Y | -48.0% | +44.2% | -92.2% | -52.2% |
| 3Y | -19.7% | +668.1% | -687.8% | -24.2% |
| All | -19.7% | +626.4% | -646.1% | -24.2% |
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