-22.6%
FPS vs OUST
+82.1%
-104.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +15.7% | -33.1% | -23.2% |
| 7D | -23.3% | -0.2% | -23.1% | -24.2% |
| 30D | -42.4% | -24.0% | -18.4% | -36.7% |
| 3M | -43.0% | -29.9% | -13.2% | -35.9% |
| 6M | -44.5% | +19.1% | -63.6% | -51.8% |
| All | -22.6% | +82.1% | -104.7% | -47.2% |
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