+420.4%
FIX vs OUST
+537.2%
-116.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -9.0% | -2.6% | -10.0% |
| 7D | -27.2% | -5.0% | -22.2% | -26.9% |
| 30D | -46.9% | -32.0% | -14.9% | -43.6% |
| 3M | -44.4% | -32.4% | -12.1% | -41.1% |
| 6M | -50.9% | +6.7% | -57.6% | -52.8% |
| YTD | +3.5% | +41.0% | -37.5% | -5.9% |
| 1Y | -2.1% | +18.0% | -20.1% | -9.0% |
| All | +420.4% | +537.2% | -116.8% | +263.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling