+100.4%
USB vs OUST
-65.4%
+165.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +15.7% | -13.8% | +0.8% |
| 7D | +2.4% | -0.2% | +2.6% | +2.3% |
| 30D | +6.6% | -24.0% | +30.5% | +8.3% |
| 3M | -4.1% | -29.9% | +25.8% | -2.2% |
| 6M | +12.5% | +19.1% | -6.7% | +7.6% |
| YTD | +17.6% | +55.0% | -37.4% | +9.2% |
| 1Y | +36.5% | +21.2% | +15.3% | +28.9% |
| 3Y | +95.4% | +626.0% | -530.6% | +47.5% |
| 5Y | +26.1% | -51.6% | +77.7% | +5.5% |
| All | +100.4% | -65.4% | +165.8% | +71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling