-83.4%
FSLY vs OUST
-65.4%
-18.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +15.7% | -15.9% | -4.3% |
| 7D | -22.2% | -0.2% | -22.0% | -22.2% |
| 30D | -19.1% | -24.0% | +4.9% | -13.3% |
| 3M | -15.7% | -29.9% | +14.2% | -8.6% |
| 6M | -23.5% | +19.1% | -42.6% | -30.8% |
| YTD | +106.6% | +55.0% | +51.6% | +69.5% |
| 1Y | +164.3% | +21.2% | +143.1% | +128.6% |
| 3Y | +19.8% | +626.0% | -606.2% | -53.7% |
| 5Y | -61.3% | -51.6% | -9.7% | -70.1% |
| All | -83.4% | -65.4% | -18.0% | -86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling