+48.2%
FCEL vs OUST
+50.6%
-2.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.5% | +6.5% |
| 7D | +3.9% | +14.0% | -10.1% | -4.3% |
| 30D | -33.1% | +2.5% | -35.7% | -35.0% |
| 3M | -43.0% | -15.3% | -27.7% | -37.2% |
| 6M | -31.3% | +42.6% | -73.9% | -45.1% |
| YTD | +49.8% | +76.6% | -26.8% | -3.5% |
| 1Y | +48.2% | +54.1% | -5.9% | +2.0% |
| All | +48.2% | +50.6% | -2.4% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling