+32.9%
FCEL vs OUST
+46.4%
-13.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.2% | -2.2% | -3.6% |
| 7D | +14.8% | +19.9% | -5.1% | +1.8% |
| 30D | -33.9% | +3.6% | -37.5% | -36.1% |
| 3M | -52.7% | -20.6% | -32.1% | -45.6% |
| 6M | -40.0% | +35.1% | -75.1% | -50.4% |
| YTD | +40.2% | +69.1% | -28.9% | -7.3% |
| 1Y | +32.9% | +49.9% | -17.0% | -7.1% |
| All | +32.9% | +46.4% | -13.5% | -7.1% |
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