-62.4%
OUST vs FIVE
+88.2%
-150.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | -0.6% |
| 7D | +5.2% | +4.3% | +1.0% | +3.2% |
| 30D | -19.3% | +12.5% | -31.8% | -24.1% |
| 3M | -22.6% | +31.2% | -53.9% | -32.8% |
| 6M | +62.8% | +14.4% | +48.4% | +49.0% |
| YTD | +68.3% | +33.9% | +34.5% | +42.8% |
| 1Y | +28.5% | +65.1% | -36.5% | -1.0% |
| 3Y | +554.0% | +49.0% | +505.1% | +395.0% |
| 5Y | -56.2% | +30.3% | -86.5% | -66.6% |
| All | -62.4% | +88.2% | -150.7% | -72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling