-55.8%
FIG vs OUST
+33.5%
-89.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.0% | -4.5% |
| 7D | -16.3% | +5.2% | -21.5% | -16.6% |
| 30D | -14.3% | -19.3% | +4.9% | -13.3% |
| 3M | +7.2% | -22.6% | +29.8% | +5.7% |
| 6M | -18.6% | +62.8% | -81.4% | -34.9% |
| YTD | -35.5% | +68.3% | -103.8% | -49.7% |
| 1Y | -55.8% | +28.5% | -84.3% | -64.7% |
| All | -55.8% | +33.5% | -89.3% | -64.7% |
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