+40.7%
FFIV vs OUST
-49.4%
+90.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -4.2% | +31.9% | -36.1% | -7.2% |
| 30D | -33.9% | -4.2% | -29.7% | -33.9% |
| 3M | -22.6% | -9.3% | -13.3% | -22.5% |
| 6M | -10.4% | +51.7% | -62.0% | -16.9% |
| YTD | +24.3% | +76.6% | -52.3% | +12.1% |
| 1Y | +31.8% | +48.9% | -17.1% | +20.5% |
| 3Y | +99.5% | +675.3% | -575.8% | +38.3% |
| 5Y | +40.7% | -44.0% | +84.8% | +35.8% |
| All | +40.7% | -49.4% | +90.2% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling