+719.6%
FLEX vs OUST
-65.5%
+785.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.5% | +4.5% | -2.6% |
| 7D | +7.5% | -3.8% | +11.2% | +8.2% |
| 30D | -25.3% | +5.1% | -30.3% | -26.0% |
| 3M | -39.7% | -25.8% | -13.9% | -37.0% |
| 6M | -47.9% | -2.0% | -45.8% | -48.1% |
| YTD | +24.1% | +54.7% | -30.6% | +15.1% |
| 1Y | +26.0% | +48.8% | -22.8% | +17.2% |
| 3Y | +282.7% | +607.8% | -325.1% | +171.2% |
| 5Y | +424.2% | -52.7% | +476.9% | +362.7% |
| All | +719.6% | -65.5% | +785.1% | +659.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling