-52.7%
FPS vs OUST
-34.3%
-18.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | -9.0% | -9.8% | -14.4% |
| 7D | -35.8% | -5.0% | -30.7% | -33.2% |
| 30D | -56.0% | -32.0% | -23.9% | -44.8% |
| 3M | -52.7% | -32.4% | -20.3% | -42.4% |
| All | -52.7% | -34.3% | -18.4% | -42.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling