-93.4%
FRMI vs OUST
+42.6%
-136.0%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.8% | -5.1% | +1.0% |
| 7D | -24.7% | +36.7% | -61.4% | -35.5% |
| 30D | -51.6% | -3.3% | -48.3% | -51.4% |
| 3M | -73.1% | -11.1% | -62.0% | -72.2% |
| 6M | -68.3% | +53.1% | -121.3% | -78.6% |
| YTD | -79.3% | +78.2% | -157.5% | -89.7% |
| All | -93.4% | +42.6% | -136.0% | -95.8% |
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