-87.4%
FSLY vs OUST
-60.2%
-27.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.8% | -10.0% | -2.1% |
| 7D | -22.4% | +36.7% | -59.1% | -28.6% |
| 30D | -45.5% | -3.3% | -42.1% | -44.8% |
| 3M | -30.4% | -11.1% | -19.3% | -28.7% |
| 6M | -22.1% | +53.1% | -75.1% | -35.3% |
| YTD | +57.0% | +78.2% | -21.3% | +24.6% |
| 1Y | +38.2% | +50.0% | -11.8% | +14.1% |
| 3Y | -2.5% | +836.2% | -838.7% | -64.9% |
| 5Y | -68.8% | -50.0% | -18.9% | -76.2% |
| All | -87.4% | -60.2% | -27.1% | -90.2% |
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