-87.0%
FCEL vs OUST
-62.3%
-24.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.2% | -2.2% | -4.5% |
| 7D | +14.8% | +19.9% | -5.1% | +6.2% |
| 30D | -33.9% | +3.6% | -37.5% | -35.1% |
| 3M | -52.7% | -20.6% | -32.1% | -47.8% |
| 6M | -40.0% | +35.1% | -75.1% | -46.4% |
| YTD | +40.2% | +69.1% | -28.9% | +11.9% |
| 1Y | +32.9% | +49.9% | -17.0% | +10.9% |
| 3Y | -66.8% | +642.4% | -709.2% | -89.6% |
| 5Y | -97.0% | -48.3% | -48.7% | -97.0% |
| All | -87.0% | -62.3% | -24.7% | -87.4% |
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