-87.8%
FSLY vs OUST
-68.5%
-19.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -26.9% | -9.0% | -17.9% | -24.5% |
| 7D | -40.0% | -5.0% | -35.0% | -38.8% |
| 30D | -39.7% | -32.0% | -7.7% | -32.9% |
| 3M | -40.9% | -32.4% | -8.6% | -34.8% |
| 6M | -52.5% | +6.7% | -59.2% | -55.5% |
| YTD | +51.1% | +41.0% | +10.0% | +28.0% |
| 1Y | +90.6% | +18.0% | +72.6% | +67.4% |
| 3Y | -12.4% | +560.6% | -573.0% | -65.0% |
| 5Y | -69.1% | -55.1% | -14.0% | -75.5% |
| All | -87.8% | -68.5% | -19.3% | -89.9% |
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