+25.0%
FLEX vs OUST
+11.1%
+13.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +15.7% | -28.1% | -17.8% |
| 7D | -17.0% | -0.2% | -16.8% | -17.7% |
| 30D | -33.8% | -24.0% | -9.9% | -27.9% |
| 3M | -39.0% | -29.9% | -9.2% | -32.2% |
| 6M | -15.9% | +19.1% | -35.0% | -23.2% |
| YTD | +27.8% | +55.0% | -27.2% | +1.9% |
| 1Y | +25.0% | +21.2% | +3.8% | +7.4% |
| All | +25.0% | +11.1% | +13.9% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling