+143.7%
FFIV vs OUST
-64.1%
+207.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +14.0% | -14.3% | -1.6% |
| 7D | -8.1% | +17.0% | -25.1% | -9.7% |
| 30D | -33.4% | -16.5% | -16.9% | -32.5% |
| 3M | -24.7% | -23.7% | -1.1% | -23.4% |
| 6M | -8.8% | +18.4% | -27.2% | -12.9% |
| YTD | +21.8% | +60.8% | -39.0% | +12.2% |
| 1Y | +25.3% | +44.2% | -18.9% | +16.2% |
| 3Y | +101.2% | +668.1% | -566.9% | +47.4% |
| 5Y | +40.2% | -48.8% | +89.1% | +18.9% |
| All | +143.7% | -64.1% | +207.8% | +106.0% |
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 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