+110.8%
FICO vs OUST
-62.4%
+173.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.7% | -18.4% | -16.8% |
| 7D | -19.2% | +5.2% | -24.4% | -19.4% |
| 30D | -14.6% | -19.3% | +4.7% | -13.8% |
| 3M | -20.1% | -22.6% | +2.5% | -20.3% |
| 6M | -36.3% | +62.8% | -99.1% | -40.8% |
| YTD | -44.9% | +68.3% | -113.2% | -49.1% |
| 1Y | -38.6% | +28.5% | -67.2% | -42.7% |
| 3Y | +4.0% | +554.0% | -550.1% | -22.1% |
| 5Y | +99.5% | -56.2% | +155.7% | +74.9% |
| All | +110.8% | -62.4% | +173.2% | +89.8% |
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