-34.2%
FND vs OUST
+626.4%
-660.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.0% | -14.4% | -1.7% |
| 7D | +7.7% | +17.0% | -9.3% | +6.1% |
| 30D | +11.9% | -16.5% | +28.3% | +13.1% |
| 3M | -14.6% | -23.7% | +9.1% | -13.2% |
| 6M | +0.5% | +18.4% | -17.9% | -4.9% |
| YTD | -15.8% | +60.8% | -76.6% | -23.6% |
| 1Y | -12.9% | +44.2% | -57.1% | -20.4% |
| 3Y | -34.2% | +668.1% | -702.3% | -56.8% |
| All | -34.2% | +626.4% | -660.6% | -56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling