-22.7%
FND vs OUST
+46.4%
-69.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.2% | -0.1% | -4.1% |
| 7D | -5.1% | +19.9% | -25.1% | -6.4% |
| 30D | +9.2% | +3.6% | +5.6% | +8.5% |
| 3M | -17.7% | -20.6% | +2.9% | -17.2% |
| 6M | +2.5% | +35.1% | -32.6% | -3.6% |
| YTD | -19.8% | +69.1% | -88.9% | -28.4% |
| 1Y | -22.7% | +49.9% | -72.6% | -30.0% |
| All | -22.7% | +46.4% | -69.1% | -30.0% |
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 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