+15.3%
OUST vs FGI
-70.4%
+85.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.5% | -5.9% | +1.1% |
| 7D | +5.2% | +0.5% | +4.7% | +5.1% |
| 30D | -19.3% | +65.4% | -84.7% | -26.8% |
| 3M | -22.6% | +23.5% | -46.1% | -28.2% |
| 6M | +62.8% | +60.5% | +2.3% | +40.0% |
| YTD | +68.3% | +30.0% | +38.3% | +47.4% |
| 1Y | +28.5% | +82.1% | -53.5% | +0.5% |
| 3Y | +554.0% | -4.4% | +558.4% | +396.5% |
| All | +15.3% | -70.4% | +85.6% | 0.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling