-29.9%
OUST vs FGI
+64.8%
-94.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | -5.0% | +20.7% | +15.6% |
| 7D | -0.2% | +3.3% | -3.6% | -0.1% |
| 30D | -24.0% | -2.0% | -21.9% | -24.0% |
| 3M | -29.9% | +60.3% | -90.2% | -29.5% |
| All | -29.9% | +64.8% | -94.7% | -29.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling