+2,770.8%
FIX vs OUST
-62.4%
+2,833.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.7% |
| 7D | +6.0% | +5.2% | +0.8% | +5.3% |
| 30D | -7.2% | -19.3% | +12.0% | -4.8% |
| 3M | -15.9% | -22.6% | +6.8% | -14.3% |
| 6M | +12.7% | +62.8% | -50.0% | +4.5% |
| YTD | +72.8% | +68.3% | +4.4% | +58.7% |
| 1Y | +122.9% | +28.5% | +94.3% | +108.8% |
| 3Y | +774.3% | +554.0% | +220.3% | +564.8% |
| 5Y | +2,049.5% | -56.2% | +2,105.7% | +1,721.1% |
| All | +2,770.8% | -62.4% | +2,833.3% | +2,249.2% |
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 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