-87.7%
FCEL vs OUST
-65.5%
-22.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -8.5% | +3.0% | -1.8% |
| 7D | -2.8% | -3.8% | +1.0% | -1.0% |
| 30D | -31.6% | +5.1% | -36.7% | -33.4% |
| 3M | -52.4% | -25.8% | -26.6% | -45.9% |
| 6M | -51.4% | -2.0% | -49.4% | -50.4% |
| YTD | +32.4% | +54.7% | -22.3% | +9.9% |
| 1Y | +37.5% | +48.8% | -11.3% | +15.4% |
| 3Y | -69.3% | +607.8% | -677.1% | -90.2% |
| 5Y | -97.1% | -52.7% | -44.4% | -97.0% |
| All | -87.7% | -65.5% | -22.2% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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