+145.9%
FOXA vs OUST
-64.1%
+210.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +14.0% | -15.5% | -2.1% |
| 7D | +5.4% | +17.0% | -11.6% | +4.6% |
| 30D | +6.3% | -16.5% | +22.8% | +6.8% |
| 3M | +8.3% | -23.7% | +32.0% | +9.1% |
| 6M | +7.6% | +18.4% | -10.8% | +4.4% |
| YTD | -7.9% | +60.8% | -68.7% | -12.7% |
| 1Y | +2.4% | +44.2% | -41.8% | -2.5% |
| 3Y | +120.3% | +668.1% | -547.8% | +83.8% |
| 5Y | +71.0% | -48.8% | +119.8% | +46.7% |
| All | +145.9% | -64.1% | +210.0% | +103.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling