+28.5%
OUST vs FIVE
+66.7%
-38.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | -0.2% |
| 7D | +5.2% | +4.3% | +1.0% | +3.5% |
| 30D | -19.3% | +12.5% | -31.8% | -23.6% |
| 3M | -22.6% | +31.2% | -53.9% | -31.8% |
| 6M | +62.8% | +14.4% | +48.4% | +52.3% |
| YTD | +68.3% | +33.9% | +34.5% | +35.6% |
| 1Y | +28.5% | +65.1% | -36.5% | -16.3% |
| All | +28.5% | +66.7% | -38.1% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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