-81.0%
FCEL vs OUST
-62.4%
-18.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.2% |
| 7D | -15.8% | +5.2% | -21.1% | -18.0% |
| 30D | -29.3% | -19.3% | -10.0% | -22.8% |
| 3M | -30.1% | -22.6% | -7.5% | -21.7% |
| 6M | +74.4% | +62.8% | +11.7% | +42.1% |
| YTD | +104.5% | +68.3% | +36.2% | +63.4% |
| 1Y | +281.4% | +28.5% | +252.8% | +236.6% |
| 3Y | -66.1% | +554.0% | -620.1% | -88.9% |
| 5Y | -91.9% | -56.2% | -35.6% | -91.2% |
| All | -81.0% | -62.4% | -18.5% | -81.6% |
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