+59.9%
FICO vs OUST
-68.5%
+128.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.0% | +9.9% | +1.4% |
| 7D | -0.3% | -5.0% | +4.8% | -0.1% |
| 30D | +1.7% | -32.0% | +33.8% | +3.5% |
| 3M | -35.2% | -32.4% | -2.8% | -34.2% |
| 6M | -33.7% | +6.7% | -40.4% | -36.4% |
| YTD | -58.2% | +41.0% | -99.2% | -61.2% |
| 1Y | -56.6% | +18.0% | -74.6% | -59.3% |
| 3Y | -24.0% | +560.6% | -584.6% | -43.6% |
| 5Y | +86.1% | -55.1% | +141.2% | +62.3% |
| All | +59.9% | -68.5% | +128.5% | +44.8% |
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