-83.7%
FIG vs OUST
+50.3%
-134.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +14.0% | -12.0% | +1.3% |
| 7D | -13.1% | +17.0% | -30.1% | -13.7% |
| 30D | -13.0% | -16.5% | +3.5% | -12.7% |
| 3M | -21.5% | -23.7% | +2.1% | -21.1% |
| 6M | -2.5% | +18.4% | -20.9% | -11.0% |
| YTD | -49.7% | +60.8% | -110.5% | -57.3% |
| 1Y | -59.1% | +44.2% | -103.3% | -64.9% |
| All | -83.7% | +50.3% | -134.0% | -83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling