+629.4%
FLEX vs OUST
-68.5%
+697.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -9.0% | -4.6% | -12.2% |
| 7D | -28.3% | -5.0% | -23.3% | -27.9% |
| 30D | -45.0% | -32.0% | -13.0% | -41.7% |
| 3M | -45.2% | -32.4% | -12.9% | -42.0% |
| 6M | -30.8% | +6.7% | -37.5% | -32.0% |
| YTD | +10.4% | +41.0% | -30.6% | +3.9% |
| 1Y | +2.3% | +18.0% | -15.7% | -2.0% |
| 3Y | +238.9% | +560.6% | -321.7% | +142.5% |
| 5Y | +386.0% | -55.1% | +441.1% | +332.8% |
| All | +629.4% | -68.5% | +697.9% | +585.9% |
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