+27.8%
FANG vs OUST
+794.9%
-767.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.8% | -11.3% | -0.8% |
| 7D | -10.8% | +36.7% | -47.5% | -11.8% |
| 30D | -7.3% | -3.3% | -3.9% | -7.3% |
| 3M | -4.7% | -11.1% | +6.4% | -4.6% |
| 6M | -4.5% | +53.1% | -57.6% | -8.5% |
| YTD | +20.5% | +78.2% | -57.7% | +13.7% |
| 1Y | +27.0% | +50.0% | -23.0% | +20.8% |
| 3Y | +27.8% | +836.2% | -808.3% | -0.4% |
| All | +27.8% | +794.9% | -767.1% | -0.4% |
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