+166.7%
FERG vs OUST
-62.4%
+229.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.2% |
| 6M | -6.5% | +62.8% | -69.3% | -12.5% |
| YTD | +4.2% | +68.3% | -64.2% | -3.1% |
| 1Y | -2.3% | +28.5% | -30.8% | -7.9% |
| 3Y | +48.5% | +554.0% | -505.6% | +16.3% |
| 5Y | +72.0% | -56.2% | +128.2% | +49.9% |
| All | +166.7% | -62.4% | +229.2% | +138.7% |
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 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