-55.6%
FSLY vs OUST
-56.2%
+0.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -3.0% |
| 7D | -10.6% | +5.2% | -15.9% | -11.8% |
| 30D | -20.9% | -19.3% | -1.6% | -16.3% |
| 3M | +3.4% | -22.6% | +26.1% | +6.0% |
| 6M | +2.7% | +62.8% | -60.0% | -15.5% |
| YTD | +102.3% | +68.3% | +33.9% | +62.2% |
| 1Y | +182.1% | +28.5% | +153.5% | +133.7% |
| 3Y | -14.6% | +554.0% | -568.6% | -68.1% |
| All | -55.6% | -56.2% | +0.6% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling