-62.4%
OUST vs FIVN
-75.6%
+13.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.8% |
| 7D | +5.2% | -2.3% | +7.5% | +6.3% |
| 30D | -19.3% | +12.4% | -31.7% | -25.8% |
| 3M | -22.6% | +36.0% | -58.7% | -36.5% |
| 6M | +62.8% | +86.0% | -23.2% | +7.9% |
| YTD | +68.3% | +65.9% | +2.4% | +16.7% |
| 1Y | +28.5% | +26.5% | +2.0% | +4.0% |
| 3Y | +554.0% | -54.2% | +608.3% | +752.9% |
| 5Y | -56.2% | -80.5% | +24.2% | -20.5% |
| All | -62.4% | -75.6% | +13.2% | -33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling