-4.3%
FSLY vs OUST
+626.4%
-630.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +14.0% | -11.0% | +0.1% |
| 7D | -31.4% | +17.0% | -48.4% | -33.4% |
| 30D | -37.3% | -16.5% | -20.8% | -34.9% |
| 3M | -30.1% | -23.7% | -6.5% | -26.6% |
| 6M | -49.8% | +18.4% | -68.2% | -52.8% |
| YTD | +55.7% | +60.8% | -5.1% | +36.1% |
| 1Y | +44.5% | +44.2% | +0.3% | +28.4% |
| 3Y | -4.3% | +668.1% | -672.4% | -52.0% |
| All | -4.3% | +626.4% | -630.8% | -52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling