+241.2%
FLEX vs OUST
+537.2%
-295.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -9.0% | -4.6% | -11.9% |
| 7D | -28.3% | -5.0% | -23.3% | -27.9% |
| 30D | -45.0% | -32.0% | -13.0% | -41.0% |
| 3M | -45.2% | -32.4% | -12.9% | -41.3% |
| 6M | -30.8% | +6.7% | -37.5% | -31.9% |
| YTD | +10.4% | +41.0% | -30.6% | +3.6% |
| 1Y | +2.3% | +18.0% | -15.7% | -2.2% |
| All | +241.2% | +537.2% | -295.9% | +150.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling