-65.5%
OUST vs FDS
+7.1%
-72.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.3% | -8.8% | -8.6% |
| 7D | -3.8% | +1.5% | -5.2% | -4.0% |
| 30D | +5.1% | +14.8% | -9.8% | +2.6% |
| 3M | -25.8% | +16.3% | -42.1% | -28.0% |
| 6M | -2.0% | +66.2% | -68.3% | -17.0% |
| YTD | +54.7% | +16.2% | +38.5% | +50.7% |
| 1Y | +48.8% | +21.8% | +27.0% | +40.3% |
| 3Y | +607.8% | -23.9% | +631.7% | +756.7% |
| 5Y | -52.7% | -23.1% | -29.6% | -46.3% |
| All | -65.5% | +7.1% | -72.6% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling