-60.2%
OUST vs USFR
+21.3%
-81.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | 0.0% | +10.8% | +10.8% |
| 7D | +36.7% | +0.1% | +36.6% | +36.7% |
| 30D | -3.3% | +0.4% | -3.7% | -3.4% |
| 3M | -11.1% | +1.1% | -12.2% | -11.6% |
| 6M | +53.1% | +2.0% | +51.0% | +49.8% |
| YTD | +78.2% | +3.4% | +74.8% | +69.8% |
| 1Y | +50.0% | +4.1% | +45.9% | +40.6% |
| 3Y | +836.2% | +14.3% | +821.8% | +670.6% |
| 5Y | -50.0% | +21.3% | -71.3% | -67.0% |
| All | -60.2% | +21.3% | -81.6% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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