+42.8%
FANG vs OUST
+645.3%
-602.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | +0.1% |
| 7D | -1.7% | +12.7% | -14.4% | -2.2% |
| 30D | +6.8% | -13.6% | +20.4% | +7.2% |
| 3M | +1.3% | -8.3% | +9.6% | +0.5% |
| 6M | +11.8% | +85.0% | -73.1% | +6.0% |
| YTD | +35.1% | +73.2% | -38.2% | +28.0% |
| 1Y | +48.9% | +32.5% | +16.5% | +42.4% |
| 3Y | +42.8% | +643.8% | -601.0% | +14.7% |
| All | +42.8% | +645.3% | -602.5% | +14.7% |
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 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