+577.1%
OUST vs USFR
+14.1%
+563.0%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.8% |
| 7D | +5.2% | +0.1% | +5.2% | +5.7% |
| 30D | -19.3% | +0.3% | -19.6% | -17.2% |
| 3M | -22.6% | +1.0% | -23.6% | -16.9% |
| 6M | +62.8% | +1.9% | +60.8% | +82.3% |
| YTD | +68.3% | +2.6% | +65.7% | +94.1% |
| 1Y | +28.5% | +4.0% | +24.5% | +55.7% |
| All | +577.1% | +14.1% | +563.0% | +1,451.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling