-18.3%
USAR vs OUST
+478.0%
-496.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +14.0% | -3.2% | +7.7% |
| 7D | -14.5% | +17.0% | -31.5% | -17.7% |
| 30D | -37.8% | -16.5% | -21.3% | -35.5% |
| 3M | -52.8% | -23.7% | -29.1% | -50.3% |
| 6M | -71.2% | +18.4% | -89.6% | -72.4% |
| YTD | -30.9% | +60.8% | -91.7% | -37.0% |
| 1Y | -48.0% | +44.2% | -92.2% | -51.8% |
| 3Y | -19.7% | +668.1% | -687.8% | -23.8% |
| All | -18.3% | +478.0% | -496.3% | -22.5% |
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