-96.9%
FCEL vs OUST
-49.1%
-47.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +14.0% | -2.5% | +5.6% |
| 7D | -11.2% | +17.0% | -28.2% | -17.4% |
| 30D | -45.8% | -16.5% | -29.3% | -41.6% |
| 3M | -51.0% | -23.7% | -27.3% | -45.4% |
| 6M | -22.2% | +18.4% | -40.6% | -26.3% |
| YTD | +36.3% | +60.8% | -24.5% | +13.0% |
| 1Y | +29.0% | +44.2% | -15.2% | +10.8% |
| 3Y | -70.9% | +668.1% | -739.0% | -90.2% |
| All | -96.9% | -49.1% | -47.9% | -96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling