-68.5%
OUST vs FIVE
+80.1%
-148.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -4.3% | -4.7% | -7.1% |
| 7D | -5.0% | -1.7% | -3.3% | -3.9% |
| 30D | -32.0% | +14.9% | -47.0% | -36.1% |
| 3M | -32.4% | +7.6% | -40.0% | -35.2% |
| 6M | +6.7% | +6.4% | +0.3% | +0.9% |
| YTD | +41.0% | +28.1% | +13.0% | +21.8% |
| 1Y | +18.0% | +54.7% | -36.7% | -6.8% |
| 3Y | +560.6% | +36.1% | +524.5% | +424.2% |
| 5Y | -55.1% | +14.9% | -70.0% | -64.2% |
| All | -68.5% | +80.1% | -148.6% | -76.1% |
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