+150.9%
FFIV vs OUST
-60.6%
+211.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -2.9% | +14.0% | -16.9% | -4.3% |
| 30D | -32.4% | +2.5% | -35.0% | -32.9% |
| 3M | -22.7% | -15.3% | -7.4% | -22.1% |
| 6M | -10.7% | +42.6% | -53.3% | -16.0% |
| YTD | +25.4% | +76.6% | -51.3% | +14.4% |
| 1Y | +34.2% | +54.1% | -19.9% | +23.6% |
| 3Y | +101.2% | +675.3% | -574.1% | +47.6% |
| 5Y | +42.0% | -45.1% | +87.0% | +19.3% |
| All | +150.9% | -60.6% | +211.5% | +110.1% |
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