-68.5%
OUST vs FDS
+9.6%
-78.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.5% | -8.5% | -8.9% |
| 7D | -5.0% | +6.4% | -11.4% | -5.8% |
| 30D | -32.0% | +25.2% | -57.2% | -34.4% |
| 3M | -32.4% | +22.9% | -55.3% | -35.0% |
| 6M | +6.7% | +56.5% | -49.8% | -8.0% |
| YTD | +41.0% | +19.0% | +22.1% | +37.1% |
| 1Y | +18.0% | +32.7% | -14.7% | +7.2% |
| 3Y | +560.6% | -20.4% | +581.0% | +687.1% |
| 5Y | -55.1% | -19.6% | -35.5% | -48.9% |
| All | -68.5% | +9.6% | -78.1% | -63.4% |
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