-93.2%
FRMI vs OUST
+11.1%
-104.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +15.7% | -26.3% | -17.2% |
| 7D | -39.7% | -0.2% | -39.5% | -40.2% |
| 30D | -55.2% | -24.0% | -31.2% | -50.0% |
| 3M | -71.2% | -29.9% | -41.3% | -67.0% |
| 6M | -64.1% | +19.1% | -83.2% | -72.2% |
| YTD | -77.2% | +55.0% | -132.2% | -87.3% |
| 1Y | -93.2% | +21.2% | -114.3% | -95.2% |
| All | -93.2% | +11.1% | -104.2% | -95.2% |
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