+668.1%
OUST vs FLR
+27.4%
+640.7%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +3.3% | +10.7% | +11.6% |
| 7D | +17.0% | -0.8% | +17.8% | +18.1% |
| 30D | -16.5% | -9.1% | -7.4% | -9.8% |
| 3M | -23.7% | -4.7% | -19.0% | -22.9% |
| 6M | +18.4% | -14.2% | +32.6% | +30.2% |
| YTD | +60.8% | +17.3% | +43.5% | +38.6% |
| 1Y | +44.2% | +4.3% | +39.9% | +36.9% |
| 3Y | +668.1% | +30.7% | +637.4% | +328.0% |
| All | +668.1% | +27.4% | +640.7% | +328.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling