+54.1%
OUST vs FDS
+27.2%
+26.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | +1.2% |
| 7D | +14.0% | -2.1% | +16.1% | +13.1% |
| 30D | +2.5% | +16.0% | -13.5% | +9.8% |
| 3M | -15.3% | +18.8% | -34.1% | -7.3% |
| 6M | +42.6% | +54.1% | -11.5% | +70.8% |
| YTD | +76.6% | +17.0% | +59.6% | +110.3% |
| 1Y | +54.1% | +25.5% | +28.5% | +99.7% |
| All | +54.1% | +27.2% | +26.9% | +99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling