+26.5%
FFIV vs OUST
-1.5%
+28.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -9.0% | +3.6% | -4.4% |
| 7D | -14.2% | -5.0% | -9.2% | -13.8% |
| 30D | -33.6% | -32.0% | -1.6% | -30.9% |
| 3M | -24.2% | -32.4% | +8.1% | -21.4% |
| 6M | -8.3% | +6.7% | -15.0% | -11.3% |
| YTD | +22.1% | +41.0% | -18.9% | +11.4% |
| 1Y | +26.5% | +18.0% | +8.5% | +16.4% |
| All | +26.5% | -1.5% | +28.0% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling