-35.4%
FND vs OUST
-68.5%
+33.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.0% | +5.4% | -2.5% |
| 7D | +2.2% | -5.0% | +7.3% | +2.9% |
| 30D | +9.6% | -32.0% | +41.6% | +14.5% |
| 3M | -17.9% | -32.4% | +14.5% | -14.6% |
| 6M | +6.6% | +6.7% | -0.2% | 0.0% |
| YTD | -15.5% | +41.0% | -56.5% | -24.7% |
| 1Y | -16.2% | +18.0% | -34.2% | -23.8% |
| 3Y | -36.3% | +560.6% | -596.9% | -62.0% |
| 5Y | -61.4% | -55.1% | -6.3% | -67.7% |
| All | -35.4% | -68.5% | +33.2% | -43.8% |
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 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