-86.9%
FCEL vs OUST
-60.6%
-26.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.9% | -4.1% | -4.6% |
| 7D | -8.3% | +31.9% | -40.2% | -19.3% |
| 30D | -43.0% | -4.2% | -38.8% | -42.0% |
| 3M | -48.2% | -9.3% | -38.9% | -46.1% |
| 6M | -25.0% | +51.7% | -76.6% | -35.9% |
| YTD | +40.6% | +76.6% | -36.0% | +10.0% |
| 1Y | +36.0% | +48.9% | -12.9% | +13.3% |
| 3Y | -66.7% | +675.3% | -742.0% | -89.8% |
| 5Y | -96.7% | -44.0% | -52.6% | -96.8% |
| All | -86.9% | -60.6% | -26.3% | -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