-88.6%
FCEL vs OUST
-68.5%
-20.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -9.0% | -6.3% | -11.3% |
| 7D | -26.7% | -5.0% | -21.6% | -25.4% |
| 30D | -56.8% | -32.0% | -24.7% | -48.9% |
| 3M | -57.8% | -32.4% | -25.4% | -50.2% |
| 6M | -34.1% | +6.7% | -40.8% | -35.2% |
| YTD | +22.2% | +41.0% | -18.9% | +5.4% |
| 1Y | +5.2% | +18.0% | -12.8% | -3.1% |
| 3Y | -76.2% | +560.6% | -636.8% | -92.3% |
| 5Y | -96.7% | -55.1% | -41.6% | -96.5% |
| All | -88.6% | -68.5% | -20.1% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling