+1,713.9%
FIX vs OUST
-64.1%
+1,778.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +14.0% | -8.6% | +3.6% |
| 7D | -17.5% | +17.0% | -34.5% | -19.5% |
| 30D | -41.6% | -16.5% | -25.1% | -40.5% |
| 3M | -40.6% | -23.7% | -16.9% | -39.0% |
| 6M | -49.4% | +18.4% | -67.7% | -51.5% |
| YTD | +9.2% | +60.8% | -51.6% | +0.2% |
| 1Y | +6.5% | +44.2% | -37.7% | -1.2% |
| 3Y | +448.7% | +668.1% | -219.4% | +311.7% |
| 5Y | +948.7% | -48.8% | +997.6% | +782.4% |
| All | +1,713.9% | -64.1% | +1,778.1% | +1,383.4% |
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 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