-74.6%
FRSH vs OUST
-50.7%
-23.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.9% | -7.9% | -5.4% |
| 7D | -10.1% | +12.7% | -22.8% | -11.9% |
| 30D | +2.2% | -13.6% | +15.8% | +4.0% |
| 3M | +28.6% | -8.3% | +36.9% | +24.9% |
| 6M | +40.2% | +85.0% | -44.7% | +15.4% |
| YTD | -1.2% | +73.2% | -74.5% | -18.3% |
| 1Y | -7.9% | +32.5% | -40.4% | -22.1% |
| 3Y | -44.7% | +643.8% | -688.6% | -74.1% |
| All | -74.6% | -50.7% | -23.9% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling