+663.2%
FLEX vs OUST
-56.2%
+719.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.2% |
| 7D | -0.9% | +5.2% | -6.1% | -1.7% |
| 30D | -10.1% | -19.3% | +9.1% | -7.1% |
| 3M | -31.3% | -22.6% | -8.7% | -29.4% |
| 6M | +71.3% | +62.8% | +8.5% | +58.1% |
| YTD | +81.2% | +68.3% | +12.9% | +65.7% |
| 1Y | +98.5% | +28.5% | +69.9% | +85.1% |
| 3Y | +428.2% | +554.0% | -125.8% | +270.8% |
| All | +663.2% | -56.2% | +719.4% | +583.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling