+2,105.4%
FIX vs OUST
-56.2%
+2,161.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.6% |
| 3M | -15.9% | -22.6% | +6.8% | -14.2% |
| 6M | +12.7% | +62.8% | -50.0% | +3.7% |
| YTD | +72.8% | +68.3% | +4.4% | +57.2% |
| 1Y | +122.9% | +28.5% | +94.3% | +107.3% |
| 3Y | +774.3% | +554.0% | +220.3% | +542.2% |
| All | +2,105.4% | -56.2% | +2,161.6% | +1,912.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling