-58.1%
FIG vs OUST
+41.3%
-99.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.9% |
| 7D | -11.4% | +31.9% | -43.3% | -12.2% |
| 30D | -17.2% | -4.2% | -13.0% | -17.6% |
| 3M | -26.6% | -9.3% | -17.3% | -27.0% |
| 6M | -9.8% | +51.7% | -61.5% | -21.8% |
| YTD | -50.1% | +76.6% | -126.8% | -60.9% |
| 1Y | -58.1% | +48.9% | -106.9% | -64.4% |
| All | -58.1% | +41.3% | -99.4% | -64.4% |
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