+61.6%
FDX vs OUST
-68.5%
+130.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -9.0% | +5.2% | -3.2% |
| 7D | +2.9% | -5.0% | +8.0% | +3.2% |
| 30D | +9.6% | -32.0% | +41.6% | +12.2% |
| 3M | +2.4% | -32.4% | +34.7% | +4.4% |
| 6M | +9.2% | +6.7% | +2.5% | +5.6% |
| YTD | +37.7% | +41.0% | -3.3% | +29.3% |
| 1Y | +56.1% | +18.0% | +38.1% | +48.1% |
| 3Y | +68.9% | +560.6% | -491.7% | +27.6% |
| 5Y | +79.0% | -55.1% | +134.1% | +57.6% |
| All | +61.6% | -68.5% | +130.2% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling