-62.4%
OUST vs USFR
+20.4%
-82.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +5.2% | +0.1% | +5.2% | +5.2% |
| 30D | -19.3% | +0.3% | -19.6% | -19.4% |
| 3M | -22.6% | +1.0% | -23.6% | -23.6% |
| 6M | +62.8% | +1.9% | +60.8% | +57.9% |
| YTD | +68.3% | +2.6% | +65.7% | +60.9% |
| 1Y | +28.5% | +4.0% | +24.5% | +18.6% |
| 3Y | +554.0% | +14.1% | +539.9% | +435.8% |
| 5Y | -56.2% | +20.4% | -76.6% | -71.1% |
| All | -62.4% | +20.4% | -82.9% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling