-60.6%
OUST vs FLR
+354.8%
-415.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +14.0% | +6.3% | +7.6% | +11.0% |
| 30D | +2.5% | +1.8% | +0.7% | +2.4% |
| 3M | -15.3% | -4.4% | -10.9% | -13.0% |
| 6M | +42.6% | +15.9% | +26.8% | +33.6% |
| YTD | +76.6% | +27.7% | +48.9% | +56.6% |
| 1Y | +54.1% | +11.6% | +42.4% | +46.3% |
| 3Y | +675.3% | +39.9% | +635.4% | +566.1% |
| 5Y | -45.1% | +127.5% | -172.6% | -59.5% |
| All | -60.6% | +354.8% | -415.4% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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