-56.4%
FICO vs OUST
+11.1%
-67.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +15.7% | -19.0% | -1.7% |
| 7D | +0.4% | -0.2% | +0.6% | +0.6% |
| 30D | +1.7% | -24.0% | +25.6% | -0.2% |
| 3M | -33.0% | -29.9% | -3.2% | -34.4% |
| 6M | -33.9% | +19.1% | -53.0% | -32.1% |
| YTD | -58.5% | +55.0% | -113.5% | -57.2% |
| 1Y | -56.4% | +21.2% | -77.5% | -54.6% |
| All | -56.4% | +11.1% | -67.4% | -54.6% |
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 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