-62.4%
OUST vs FLR
+404.6%
-467.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.8% |
| 7D | +5.2% | +5.4% | -0.2% | +2.4% |
| 30D | -19.3% | +11.4% | -30.6% | -24.7% |
| 3M | -22.6% | +11.4% | -34.0% | -26.8% |
| 6M | +62.8% | +16.6% | +46.1% | +49.7% |
| YTD | +68.3% | +41.7% | +26.6% | +41.0% |
| 1Y | +28.5% | +35.4% | -6.9% | +12.1% |
| 3Y | +554.0% | +57.3% | +496.7% | +431.0% |
| 5Y | -56.2% | +241.0% | -297.2% | -71.6% |
| All | -62.4% | +404.6% | -467.0% | -75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling