+12.5%
FN vs OUST
+33.5%
-21.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.5% | +2.6% |
| 7D | -1.7% | +5.2% | -6.9% | -3.3% |
| 30D | -22.0% | -19.3% | -2.7% | -16.3% |
| 3M | -43.0% | -22.6% | -20.4% | -39.6% |
| 6M | -27.7% | +62.8% | -90.5% | -39.2% |
| YTD | -10.5% | +68.3% | -78.9% | -26.9% |
| 1Y | +12.5% | +28.5% | -16.1% | -9.9% |
| All | +12.5% | +33.5% | -21.0% | -9.9% |
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