+44.2%
OUST vs FGI
+46.9%
-2.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.8% | +14.8% | +14.0% |
| 7D | +17.0% | -7.0% | +24.0% | +17.3% |
| 30D | -16.5% | -4.2% | -12.3% | -16.4% |
| 3M | -23.7% | +55.6% | -79.3% | -27.9% |
| 6M | +18.4% | -3.2% | +21.5% | +16.6% |
| YTD | +60.8% | +29.1% | +31.7% | +46.9% |
| 1Y | +44.2% | +51.0% | -6.8% | +25.3% |
| All | +44.2% | +46.9% | -2.7% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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