+53.0%
FERG vs OUST
+554.0%
-501.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +2.2% |
| 7D | 0.0% | +5.2% | -5.3% | -0.4% |
| 30D | -10.2% | -19.3% | +9.1% | -8.9% |
| 3M | -0.6% | -22.6% | +22.1% | -0.3% |
| 6M | -6.5% | +62.8% | -69.3% | -12.9% |
| YTD | +4.2% | +68.3% | -64.2% | -3.6% |
| 1Y | -2.3% | +28.5% | -30.8% | -8.3% |
| All | +53.0% | +554.0% | -501.0% | +23.0% |
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 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