-87.5%
FSLY vs OUST
-64.1%
-23.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +14.0% | -11.0% | -0.7% |
| 7D | -31.4% | +17.0% | -48.4% | -34.0% |
| 30D | -37.3% | -16.5% | -20.8% | -34.0% |
| 3M | -30.1% | -23.7% | -6.5% | -25.4% |
| 6M | -49.8% | +18.4% | -68.2% | -54.3% |
| YTD | +55.7% | +60.8% | -5.1% | +27.2% |
| 1Y | +44.5% | +44.2% | +0.3% | +20.8% |
| 3Y | -4.3% | +668.1% | -672.4% | -63.4% |
| 5Y | -68.2% | -48.8% | -19.3% | -75.6% |
| All | -87.5% | -64.1% | -23.3% | -90.0% |
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