-64.1%
OUST vs FDS
+5.6%
-69.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -3.7% | +17.7% | +14.5% |
| 7D | +17.0% | -0.5% | +17.5% | +17.0% |
| 30D | -16.5% | +20.2% | -36.7% | -19.1% |
| 3M | -23.7% | +19.9% | -43.5% | -26.6% |
| 6M | +18.4% | +56.2% | -37.8% | +0.9% |
| YTD | +60.8% | +14.6% | +46.2% | +56.9% |
| 1Y | +44.2% | +31.6% | +12.6% | +29.4% |
| 3Y | +668.1% | -23.8% | +691.9% | +822.6% |
| 5Y | -48.8% | -22.6% | -26.3% | -41.5% |
| All | -64.1% | +5.6% | -69.7% | -58.1% |
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