-26.3%
USAR vs OUST
+407.0%
-433.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -9.0% | -0.5% | -7.5% |
| 7D | -29.5% | -5.0% | -24.4% | -28.9% |
| 30D | -46.0% | -32.0% | -14.0% | -41.5% |
| 3M | -56.8% | -32.4% | -24.4% | -53.3% |
| 6M | -72.9% | +6.7% | -79.7% | -73.4% |
| YTD | -37.6% | +41.0% | -78.7% | -41.5% |
| 1Y | -56.0% | +18.0% | -74.0% | -57.8% |
| 3Y | -27.5% | +560.6% | -588.1% | -29.3% |
| All | -26.3% | +407.0% | -433.3% | -28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling