-33.9%
FICO vs OUST
+12.1%
-46.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +15.7% | -19.0% | -1.0% |
| 7D | +0.4% | -0.2% | +0.6% | +0.7% |
| 30D | +1.7% | -24.0% | +25.6% | -1.2% |
| 3M | -33.0% | -29.9% | -3.2% | -35.3% |
| 6M | -33.9% | +19.1% | -53.0% | -25.3% |
| All | -33.9% | +12.1% | -46.0% | -25.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling