-74.5%
FRSH vs OUST
-54.2%
-20.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +14.0% | -18.7% | -6.8% |
| 7D | -17.7% | +17.0% | -34.7% | -20.2% |
| 30D | -11.0% | -16.5% | +5.5% | -9.3% |
| 3M | +4.5% | -23.7% | +28.1% | +6.8% |
| 6M | +36.2% | +18.4% | +17.9% | +21.3% |
| YTD | -1.1% | +60.8% | -61.9% | -18.6% |
| 1Y | +11.6% | +44.2% | -32.6% | -6.7% |
| 3Y | -33.9% | +668.1% | -702.0% | -69.8% |
| 5Y | -68.4% | -48.8% | -19.5% | -73.0% |
| All | -74.5% | -54.2% | -20.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling