-64.1%
OUST vs FIVN
-79.4%
+15.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -17.6% | +31.6% | +21.8% |
| 7D | +17.0% | -22.6% | +39.6% | +29.0% |
| 30D | -16.5% | -16.8% | +0.3% | -10.9% |
| 3M | -23.7% | -0.9% | -22.8% | -27.8% |
| 6M | +18.4% | +28.4% | -10.0% | -4.5% |
| YTD | +60.8% | +40.2% | +20.5% | +17.0% |
| 1Y | +44.2% | +30.5% | +13.7% | +8.6% |
| 3Y | +668.1% | -56.2% | +724.3% | +884.8% |
| 5Y | -48.8% | -81.0% | +32.2% | -6.7% |
| All | -64.1% | -79.4% | +15.3% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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