-38.6%
FICO vs OUST
+33.5%
-72.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.7% | -18.4% | -16.6% |
| 7D | -19.2% | +5.2% | -24.4% | -19.0% |
| 30D | -14.6% | -19.3% | +4.7% | -15.4% |
| 3M | -20.1% | -22.6% | +2.5% | -19.9% |
| 6M | -36.3% | +62.8% | -99.1% | -37.9% |
| YTD | -44.9% | +68.3% | -113.2% | -46.7% |
| 1Y | -38.6% | +28.5% | -67.2% | -39.7% |
| All | -38.6% | +33.5% | -72.1% | -39.7% |
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