-62.4%
OUST vs FDS
-2.8%
-59.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +2.3% |
| 7D | +5.2% | -1.9% | +7.1% | +5.6% |
| 30D | -19.3% | +9.0% | -28.3% | -20.8% |
| 3M | -22.6% | +18.9% | -41.5% | -26.8% |
| 6M | +62.8% | +35.1% | +27.7% | +43.9% |
| YTD | +68.3% | +5.5% | +62.8% | +67.0% |
| 1Y | +28.5% | -16.8% | +45.4% | +43.2% |
| 3Y | +554.0% | -28.1% | +582.1% | +688.3% |
| 5Y | -56.2% | -17.4% | -38.8% | -47.9% |
| All | -62.4% | -2.8% | -59.7% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling