+96.6%
USB vs OUST
+600.2%
-503.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +15.7% | -13.8% | +0.9% |
| 7D | +2.4% | -0.2% | +2.6% | +2.3% |
| 30D | +6.6% | -24.0% | +30.5% | +8.2% |
| 3M | -4.1% | -29.9% | +25.8% | -2.3% |
| 6M | +12.5% | +19.1% | -6.7% | +7.6% |
| YTD | +17.6% | +55.0% | -37.4% | +9.0% |
| 1Y | +36.5% | +21.2% | +15.3% | +28.7% |
| All | +96.6% | +600.2% | -503.6% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling