+668.1%
OUST vs FDS
-23.2%
+691.3%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -3.7% | +17.7% | +13.4% |
| 7D | +17.0% | -0.5% | +17.5% | +17.0% |
| 30D | -16.5% | +20.2% | -36.7% | -14.2% |
| 3M | -23.7% | +19.9% | -43.5% | -21.4% |
| 6M | +18.4% | +56.2% | -37.8% | +18.9% |
| YTD | +60.8% | +14.6% | +46.2% | +76.3% |
| 1Y | +44.2% | +31.6% | +12.6% | +49.5% |
| 3Y | +668.1% | -23.8% | +691.9% | +853.7% |
| All | +668.1% | -23.2% | +691.3% | +853.7% |
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 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