+31.6%
FAST vs OUST
+11.1%
+20.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +15.7% | -14.1% | +1.3% |
| 7D | +3.4% | -0.2% | +3.6% | +3.4% |
| 30D | +5.5% | -24.0% | +29.5% | +6.2% |
| 3M | +7.6% | -29.9% | +37.5% | +8.3% |
| 6M | +19.8% | +19.1% | +0.7% | +17.2% |
| YTD | +35.5% | +55.0% | -19.5% | +30.4% |
| 1Y | +31.6% | +21.2% | +10.4% | +29.3% |
| All | +31.6% | +11.1% | +20.6% | +29.3% |
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