+206.1%
FFIV vs OUST
-62.4%
+268.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.6% |
| 7D | -1.0% | +5.2% | -6.2% | -1.4% |
| 30D | -5.1% | -19.3% | +14.2% | -3.3% |
| 3M | -4.5% | -22.6% | +18.2% | -3.7% |
| 6M | +36.5% | +62.8% | -26.3% | +26.8% |
| YTD | +53.0% | +68.3% | -15.4% | +41.2% |
| 1Y | +24.2% | +28.5% | -4.3% | +16.4% |
| 3Y | +137.2% | +554.0% | -416.8% | +77.2% |
| 5Y | +91.8% | -56.2% | +148.0% | +63.2% |
| All | +206.1% | -62.4% | +268.6% | +159.2% |
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