+668.1%
OUST vs USFR
+14.4%
+653.7%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | 0.0% | +14.0% | +14.2% |
| 7D | +17.0% | +0.1% | +16.9% | +18.4% |
| 30D | -16.5% | +0.4% | -16.9% | -12.6% |
| 3M | -23.7% | +1.1% | -24.7% | -14.3% |
| 6M | +18.4% | +2.1% | +16.3% | +42.1% |
| YTD | +60.8% | +3.4% | +57.4% | +106.1% |
| 1Y | +44.2% | +4.1% | +40.1% | +89.0% |
| 3Y | +668.1% | +14.4% | +653.7% | +6,737.6% |
| All | +668.1% | +14.4% | +653.7% | +6,737.6% |
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