-18.6%
USAR vs OUST
+457.1%
-475.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +15.7% | -21.6% | -9.3% |
| 7D | -21.8% | -0.2% | -21.5% | -22.0% |
| 30D | -39.9% | -24.0% | -15.9% | -36.5% |
| 3M | -52.5% | -29.9% | -22.6% | -49.2% |
| 6M | -67.9% | +19.1% | -87.1% | -69.3% |
| YTD | -31.1% | +55.0% | -86.1% | -36.7% |
| 1Y | -49.8% | +21.2% | -71.0% | -52.7% |
| 3Y | -19.9% | +626.0% | -645.9% | -23.5% |
| All | -18.6% | +457.1% | -475.7% | -22.2% |
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 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