-51.0%
FLUT vs OUST
-68.5%
+17.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.0% | +10.4% | +2.1% |
| 7D | +4.8% | -5.0% | +9.8% | +4.9% |
| 30D | +8.8% | -32.0% | +40.9% | +11.4% |
| 3M | -10.7% | -32.4% | +21.7% | -8.8% |
| 6M | -19.7% | +6.7% | -26.4% | -23.1% |
| YTD | -61.4% | +41.0% | -102.5% | -64.2% |
| 1Y | -61.6% | +18.0% | -79.6% | -63.9% |
| 3Y | -51.4% | +560.6% | -612.0% | -64.2% |
| 5Y | -51.0% | -55.1% | +4.1% | -57.2% |
| All | -51.0% | -68.5% | +17.6% | -54.0% |
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 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