+144.4%
FFIV vs OUST
-68.5%
+212.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -9.0% | +3.6% | -4.6% |
| 7D | -14.2% | -5.0% | -9.2% | -13.9% |
| 30D | -33.6% | -32.0% | -1.6% | -31.4% |
| 3M | -24.2% | -32.4% | +8.1% | -21.9% |
| 6M | -8.3% | +6.7% | -15.0% | -11.4% |
| YTD | +22.1% | +41.0% | -18.9% | +14.0% |
| 1Y | +26.5% | +18.0% | +8.5% | +19.6% |
| 3Y | +102.3% | +560.6% | -458.3% | +50.6% |
| 5Y | +40.6% | -55.1% | +95.7% | +20.8% |
| All | +144.4% | -68.5% | +212.9% | +109.4% |
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 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