+607.8%
OUST vs FWONK
+60.8%
+547.1%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.4% | -8.2% | -8.4% |
| 7D | -3.8% | +2.5% | -6.3% | -4.4% |
| 30D | +5.1% | +20.0% | -14.9% | -0.7% |
| 3M | -25.8% | +5.2% | -31.0% | -27.1% |
| 6M | -2.0% | +18.7% | -20.7% | -8.3% |
| YTD | +54.7% | +10.7% | +44.0% | +48.9% |
| 1Y | +48.8% | +8.2% | +40.6% | +45.0% |
| 3Y | +607.8% | +64.6% | +543.3% | +558.7% |
| All | +607.8% | +60.8% | +547.1% | +558.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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