+98.5%
FLEX vs OUST
+33.5%
+65.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.0% |
| 7D | -0.9% | +5.2% | -6.1% | -2.5% |
| 30D | -10.1% | -19.3% | +9.1% | -4.3% |
| 3M | -31.3% | -22.6% | -8.7% | -27.9% |
| 6M | +71.3% | +62.8% | +8.5% | +46.1% |
| YTD | +81.2% | +68.3% | +12.9% | +51.2% |
| 1Y | +98.5% | +28.5% | +69.9% | +69.5% |
| All | +98.5% | +33.5% | +65.0% | +69.5% |
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