+65.8%
FDX vs OUST
+554.0%
-488.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -0.6% |
| 7D | -2.5% | +5.2% | -7.8% | -2.8% |
| 30D | +3.8% | -19.3% | +23.1% | +4.8% |
| 3M | -1.3% | -22.6% | +21.3% | -1.2% |
| 6M | +5.0% | +62.8% | -57.8% | -0.1% |
| YTD | +39.6% | +68.3% | -28.7% | +32.2% |
| 1Y | +81.1% | +28.5% | +52.6% | +72.8% |
| All | +65.8% | +554.0% | -488.2% | +34.7% |
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