-74.6%
FRSH vs OUST
-49.7%
-24.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -8.9% | +14.0% | -22.9% | -11.1% |
| 30D | -13.2% | +2.5% | -15.8% | -14.5% |
| 3M | +0.9% | -15.3% | +16.2% | +1.5% |
| 6M | +40.3% | +42.6% | -2.3% | +21.4% |
| YTD | -1.4% | +76.6% | -78.0% | -20.0% |
| 1Y | +3.8% | +54.1% | -50.3% | -14.1% |
| 3Y | -30.8% | +675.3% | -706.0% | -68.0% |
| 5Y | -68.5% | -45.1% | -23.5% | -73.9% |
| All | -74.6% | -49.7% | -24.9% | -78.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling