+22.7%
USB vs OUST
-56.4%
+79.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.0% | +6.9% | -1.4% |
| 7D | -1.5% | -5.0% | +3.6% | -1.2% |
| 30D | +4.3% | -32.0% | +36.3% | +6.9% |
| 3M | -6.1% | -32.4% | +26.3% | -3.9% |
| 6M | +9.4% | +6.7% | +2.7% | +5.4% |
| YTD | +15.2% | +41.0% | -25.9% | +7.3% |
| 1Y | +32.8% | +18.0% | +14.8% | +25.2% |
| 3Y | +91.3% | +560.6% | -469.3% | +42.9% |
| 5Y | +22.7% | -55.1% | +77.8% | -6.0% |
| All | +22.7% | -56.4% | +79.1% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling