+662.7%
FLEX vs OUST
-64.1%
+726.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +14.0% | -9.4% | +2.3% |
| 7D | -19.3% | +17.0% | -36.3% | -21.6% |
| 30D | -41.5% | -16.5% | -25.0% | -40.0% |
| 3M | -43.1% | -23.7% | -19.4% | -41.0% |
| 6M | -48.2% | +18.4% | -66.6% | -50.1% |
| YTD | +15.5% | +60.8% | -45.3% | +6.3% |
| 1Y | +10.2% | +44.2% | -34.0% | +2.6% |
| 3Y | +256.8% | +668.1% | -411.3% | +149.4% |
| 5Y | +408.2% | -48.8% | +457.0% | +342.9% |
| All | +662.7% | -64.1% | +726.8% | +602.0% |
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 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