+164.3%
FSLY vs OUST
+11.1%
+153.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +15.7% | -15.9% | -3.8% |
| 7D | -22.2% | -0.2% | -22.0% | -22.2% |
| 30D | -19.1% | -24.0% | +4.9% | -14.7% |
| 3M | -15.7% | -29.9% | +14.2% | -10.4% |
| 6M | -23.5% | +19.1% | -42.6% | -27.3% |
| YTD | +106.6% | +55.0% | +51.6% | +84.5% |
| 1Y | +164.3% | +21.2% | +143.1% | +135.7% |
| All | +164.3% | +11.1% | +153.2% | +135.7% |
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 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