+428.3%
FN vs OUST
-65.4%
+493.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +15.7% | -21.7% | -8.6% |
| 7D | -7.0% | -0.2% | -6.8% | -7.2% |
| 30D | -24.7% | -24.0% | -0.7% | -21.4% |
| 3M | -35.7% | -29.9% | -5.8% | -31.9% |
| 6M | -52.4% | +19.1% | -71.6% | -54.2% |
| YTD | -25.0% | +55.0% | -80.0% | -31.0% |
| 1Y | -25.7% | +21.2% | -46.8% | -29.5% |
| 3Y | +110.2% | +626.0% | -515.8% | +48.9% |
| 5Y | +192.3% | -51.6% | +244.0% | +151.8% |
| All | +428.3% | -65.4% | +493.7% | +359.1% |
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