+36.1%
FSLY vs OUST
+41.3%
-5.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | -22.9% | +31.9% | -54.8% | -28.4% |
| 30D | -44.6% | -4.2% | -40.4% | -44.2% |
| 3M | -41.5% | -9.3% | -32.2% | -40.8% |
| 6M | -20.8% | +51.7% | -72.5% | -34.6% |
| YTD | +59.5% | +76.6% | -17.1% | +27.6% |
| 1Y | +36.1% | +48.9% | -12.8% | +14.1% |
| All | +36.1% | +41.3% | -5.2% | +14.1% |
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