-65.8%
FLUT vs OUST
+33.5%
-99.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.3% |
| 7D | -1.6% | +5.2% | -6.9% | -1.9% |
| 30D | +7.7% | -19.3% | +27.0% | +8.9% |
| 3M | -0.7% | -22.6% | +21.9% | -0.5% |
| 6M | -11.2% | +62.8% | -73.9% | -22.1% |
| YTD | -53.4% | +68.3% | -121.8% | -59.6% |
| 1Y | -65.8% | +28.5% | -94.3% | -70.2% |
| All | -65.8% | +33.5% | -99.3% | -70.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling