-74.9%
FRSH vs OUST
-52.3%
-22.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.9% |
| 7D | -9.6% | +4.0% | -13.6% | -10.2% |
| 30D | -0.4% | -14.0% | +13.6% | +1.4% |
| 3M | +27.2% | -5.9% | +33.1% | +22.9% |
| 6M | +42.2% | +76.4% | -34.2% | +18.0% |
| YTD | -2.6% | +67.5% | -70.1% | -19.1% |
| 1Y | -10.2% | +27.1% | -37.3% | -23.5% |
| 3Y | -45.5% | +619.0% | -664.6% | -74.3% |
| All | -74.9% | -52.3% | -22.6% | -78.5% |
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 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