-86.4%
FSLY vs OUST
-62.3%
-24.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.7% |
| 7D | +11.8% | +19.9% | -8.2% | +6.1% |
| 30D | -36.5% | +3.6% | -40.1% | -36.9% |
| 3M | -39.7% | -20.6% | -19.1% | -36.3% |
| 6M | -9.7% | +35.1% | -44.7% | -22.4% |
| YTD | +68.9% | +69.1% | -0.3% | +35.8% |
| 1Y | +44.5% | +49.9% | -5.5% | +19.3% |
| 3Y | +4.8% | +642.4% | -637.6% | -59.1% |
| 5Y | -66.0% | -48.3% | -17.7% | -74.1% |
| All | -86.4% | -62.3% | -24.2% | -89.3% |
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 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