-66.5%
FSLY vs OUST
-53.0%
-13.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.5% | +5.2% | -1.0% |
| 7D | +4.9% | -3.8% | +8.6% | +5.7% |
| 30D | -33.5% | +5.1% | -38.6% | -34.2% |
| 3M | -44.6% | -25.8% | -18.8% | -40.3% |
| 6M | -9.2% | -2.0% | -7.2% | -14.3% |
| YTD | +63.3% | +54.7% | +8.5% | +33.2% |
| 1Y | +45.3% | +48.8% | -3.5% | +19.1% |
| 3Y | +3.7% | +607.8% | -604.1% | -62.3% |
| All | -66.5% | -53.0% | -13.4% | -57.3% |
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 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