+649.5%
FANG vs OUST
-60.6%
+710.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -1.0% | +14.0% | -15.0% | -1.8% |
| 30D | -7.2% | +2.5% | -9.8% | -7.7% |
| 3M | -9.8% | -15.3% | +5.5% | -9.5% |
| 6M | -6.7% | +42.6% | -49.3% | -11.2% |
| YTD | +22.4% | +76.6% | -54.2% | +13.7% |
| 1Y | +25.1% | +54.1% | -28.9% | +17.0% |
| 3Y | +28.1% | +675.3% | -647.2% | -1.8% |
| 5Y | +104.7% | -45.1% | +149.8% | +99.9% |
| All | +649.5% | -60.6% | +710.1% | +672.8% |
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