-84.3%
FRMI vs OUST
+35.6%
-119.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.7% | +3.7% | +4.8% |
| 7D | +2.4% | +5.2% | -2.8% | +0.7% |
| 30D | -17.3% | -19.3% | +2.0% | -11.0% |
| 3M | -17.2% | -22.6% | +5.5% | -13.8% |
| 6M | -43.4% | +62.8% | -106.1% | -57.1% |
| YTD | -36.0% | +68.3% | -104.3% | -53.4% |
| All | -84.3% | +35.6% | -119.8% | -87.9% |
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