+52.3%
FANG vs OUST
+29.4%
+22.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +1.5% |
| 7D | -0.4% | +4.0% | -4.4% | -0.4% |
| 30D | +2.4% | -14.0% | +16.4% | +2.3% |
| 3M | +4.9% | -5.9% | +10.8% | +4.4% |
| 6M | +12.0% | +76.4% | -64.3% | +9.7% |
| YTD | +37.1% | +67.5% | -30.4% | +34.1% |
| 1Y | +52.3% | +27.1% | +25.1% | +52.7% |
| All | +52.3% | +29.4% | +22.9% | +52.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling