-64.1%
OUST vs FLR
+317.6%
-381.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +3.3% | +10.7% | +12.3% |
| 7D | +17.0% | -0.8% | +17.8% | +17.8% |
| 30D | -16.5% | -9.1% | -7.4% | -11.9% |
| 3M | -23.7% | -4.7% | -19.0% | -22.7% |
| 6M | +18.4% | -14.2% | +32.6% | +27.2% |
| YTD | +60.8% | +17.3% | +43.5% | +48.6% |
| 1Y | +44.2% | +4.3% | +39.9% | +41.7% |
| 3Y | +668.1% | +30.7% | +637.4% | +584.9% |
| 5Y | -48.8% | +101.3% | -150.1% | -60.3% |
| All | -64.1% | +317.6% | -381.7% | -73.7% |
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