+1,845.5%
FIX vs OUST
-65.4%
+1,911.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +15.7% | -30.8% | -17.1% |
| 7D | -18.9% | -0.2% | -18.7% | -19.2% |
| 30D | -36.3% | -24.0% | -12.3% | -34.4% |
| 3M | -38.5% | -29.9% | -8.6% | -36.2% |
| 6M | -42.3% | +19.1% | -61.4% | -44.7% |
| YTD | +17.1% | +55.0% | -37.9% | +7.9% |
| 1Y | +14.4% | +21.2% | -6.8% | +8.0% |
| 3Y | +486.7% | +626.0% | -139.3% | +342.7% |
| 5Y | +1,083.7% | -51.6% | +1,135.3% | +900.9% |
| All | +1,845.5% | -65.4% | +1,911.0% | +1,498.0% |
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