+577.1%
OUST vs FDS
-27.9%
+605.1%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +1.4% |
| 7D | +5.2% | -1.9% | +7.1% | +5.1% |
| 30D | -19.3% | +9.0% | -28.3% | -18.7% |
| 3M | -22.6% | +18.9% | -41.5% | -21.7% |
| 6M | +62.8% | +35.1% | +27.7% | +60.6% |
| YTD | +68.3% | +5.5% | +62.8% | +80.6% |
| 1Y | +28.5% | -16.8% | +45.4% | +54.7% |
| All | +577.1% | -27.9% | +605.1% | +718.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling