-94.4%
FRMI vs OUST
+42.2%
-136.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | 0.0% | +17.5% | +17.5% |
| 7D | -0.5% | +14.0% | -14.5% | -5.0% |
| 30D | -44.3% | +2.5% | -46.9% | -45.3% |
| 3M | -74.6% | -15.3% | -59.3% | -73.4% |
| 6M | -66.3% | +42.6% | -108.9% | -72.6% |
| YTD | -77.4% | +76.6% | -154.0% | -84.0% |
| 1Y | -91.7% | +54.1% | -145.8% | -93.9% |
| All | -94.4% | +42.2% | -136.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling