-86.2%
FCEL vs OUST
-60.2%
-26.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +10.8% | -2.2% | +3.9% |
| 7D | +3.0% | +36.7% | -33.6% | -10.7% |
| 30D | -40.0% | -3.3% | -36.7% | -39.3% |
| 3M | -47.0% | -11.1% | -35.9% | -44.5% |
| 6M | -21.0% | +53.1% | -74.1% | -32.9% |
| YTD | +48.0% | +78.2% | -30.2% | +15.3% |
| 1Y | +43.9% | +50.0% | -6.1% | +19.5% |
| 3Y | -67.5% | +836.2% | -903.7% | -91.0% |
| 5Y | -96.7% | -50.0% | -46.7% | -96.6% |
| All | -86.2% | -60.2% | -26.0% | -87.0% |
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