-65.4%
OUST vs FIVE
+88.1%
-153.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +6.7% | +9.0% | +12.7% |
| 7D | -0.2% | +7.5% | -7.7% | -3.2% |
| 30D | -24.0% | +16.7% | -40.7% | -29.1% |
| 3M | -29.9% | +13.4% | -43.3% | -34.5% |
| 6M | +19.1% | +9.0% | +10.1% | +11.3% |
| YTD | +55.0% | +33.8% | +21.2% | +31.1% |
| 1Y | +21.2% | +61.2% | -40.0% | -6.1% |
| 3Y | +626.0% | +42.1% | +583.9% | +464.1% |
| 5Y | -51.6% | +21.4% | -73.0% | -62.3% |
| All | -65.4% | +88.1% | -153.5% | -74.3% |
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 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