-63.1%
FLUT vs OUST
+50.6%
-113.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +4.5% | +14.0% | -9.4% | +4.2% |
| 30D | +9.2% | +2.5% | +6.7% | +9.4% |
| 3M | -13.7% | -15.3% | +1.6% | -12.8% |
| 6M | -9.0% | +42.6% | -51.6% | -17.6% |
| YTD | -60.2% | +76.6% | -136.9% | -67.2% |
| 1Y | -63.1% | +54.1% | -117.2% | -68.6% |
| All | -63.1% | +50.6% | -113.7% | -68.6% |
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