+1,097.0%
FLEX vs OUST
-62.4%
+1,159.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.3% |
| 3M | -31.3% | -22.6% | -8.7% | -29.4% |
| 6M | +71.3% | +62.8% | +8.5% | +58.5% |
| YTD | +81.2% | +68.3% | +12.9% | +66.2% |
| 1Y | +98.5% | +28.5% | +69.9% | +85.6% |
| 3Y | +428.2% | +554.0% | -125.8% | +275.1% |
| 5Y | +657.3% | -56.2% | +713.5% | +569.0% |
| All | +1,097.0% | -62.4% | +1,159.5% | +997.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling