+57.2%
FDX vs OUST
-64.1%
+121.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +14.0% | -16.7% | -3.7% |
| 7D | -1.6% | +17.0% | -18.6% | -2.8% |
| 30D | +6.6% | -16.5% | +23.1% | +7.5% |
| 3M | -2.1% | -23.7% | +21.6% | -1.0% |
| 6M | +2.2% | +18.4% | -16.2% | -2.0% |
| YTD | +33.9% | +60.8% | -26.8% | +24.5% |
| 1Y | +50.2% | +44.2% | +6.0% | +40.4% |
| 3Y | +65.5% | +668.1% | -602.6% | +23.6% |
| 5Y | +74.1% | -48.8% | +122.9% | +51.8% |
| All | +57.2% | -64.1% | +121.3% | +38.7% |
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 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