-65.5%
OUST vs FIVE
+84.1%
-149.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.2% | -8.3% | -8.4% |
| 7D | -3.8% | +2.7% | -6.4% | -4.7% |
| 30D | +5.1% | +12.7% | -7.6% | 0.0% |
| 3M | -25.8% | +2.1% | -27.9% | -26.9% |
| 6M | -2.0% | +17.5% | -19.5% | -11.7% |
| YTD | +54.7% | +31.0% | +23.8% | +32.5% |
| 1Y | +48.8% | +67.7% | -18.9% | +13.2% |
| 3Y | +607.8% | +43.4% | +564.4% | +445.9% |
| 5Y | -52.7% | +18.1% | -70.8% | -62.7% |
| All | -65.5% | +84.1% | -149.6% | -74.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling