+21.4%
FRSH vs OUST
+11.1%
+10.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +15.7% | -22.0% | -6.5% |
| 7D | -13.8% | -0.2% | -13.6% | -13.7% |
| 30D | +0.3% | -24.0% | +24.3% | +0.9% |
| 3M | +10.1% | -29.9% | +40.0% | +11.1% |
| 6M | +47.7% | +19.1% | +28.5% | +40.6% |
| YTD | +8.2% | +55.0% | -46.7% | -3.0% |
| 1Y | +21.4% | +21.2% | +0.3% | +12.5% |
| All | +21.4% | +11.1% | +10.4% | +12.5% |
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