+106.1%
USB vs OUST
-62.4%
+168.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.4% |
| 7D | +1.4% | +5.2% | -3.8% | +1.1% |
| 30D | -1.3% | -19.3% | +18.0% | +0.1% |
| 3M | +15.2% | -22.6% | +37.9% | +15.5% |
| 6M | +18.8% | +62.8% | -43.9% | +10.9% |
| YTD | +21.0% | +68.3% | -47.3% | +12.2% |
| 1Y | +34.0% | +28.5% | +5.5% | +25.7% |
| 3Y | +95.3% | +554.0% | -458.7% | +48.9% |
| 5Y | +40.4% | -56.2% | +96.6% | +18.4% |
| All | +106.1% | -62.4% | +168.6% | +76.6% |
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