-19.9%
USAR vs OUST
+508.0%
-527.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.9% | -1.4% |
| 7D | +8.8% | +19.9% | -11.2% | +4.5% |
| 30D | -28.5% | +3.6% | -32.1% | -29.2% |
| 3M | -56.2% | -20.6% | -35.5% | -54.2% |
| 6M | -68.4% | +35.1% | -103.5% | -70.4% |
| YTD | -32.2% | +69.1% | -101.3% | -38.8% |
| 1Y | -52.3% | +49.9% | -102.2% | -56.2% |
| 3Y | -21.2% | +642.4% | -663.6% | -26.1% |
| All | -19.9% | +508.0% | -527.8% | -24.8% |
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