+750.6%
FANG vs OUST
-63.7%
+814.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.1% | +1.5% |
| 7D | +1.2% | -1.7% | +2.9% | +1.3% |
| 30D | +2.4% | -21.9% | +24.3% | +3.7% |
| 3M | +5.1% | -8.2% | +13.3% | +4.0% |
| 6M | +16.4% | +57.5% | -41.1% | +9.9% |
| YTD | +39.0% | +62.8% | -23.8% | +30.3% |
| 1Y | +50.6% | +24.5% | +26.1% | +42.6% |
| 3Y | +46.9% | +599.0% | -552.1% | +13.5% |
| 5Y | +238.2% | -54.9% | +293.1% | +238.4% |
| All | +750.6% | -63.7% | +814.3% | +785.6% |
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