-84.0%
FIG vs OUST
+31.8%
-115.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -9.0% | -7.7% | -16.2% |
| 7D | -17.4% | -5.0% | -12.3% | -17.1% |
| 30D | -15.9% | -32.0% | +16.1% | -14.9% |
| 3M | -34.5% | -32.4% | -2.1% | -33.7% |
| 6M | -5.0% | +6.7% | -11.8% | -13.2% |
| YTD | -50.7% | +41.0% | -91.7% | -57.9% |
| 1Y | -58.1% | +18.0% | -76.1% | -63.6% |
| All | -84.0% | +31.8% | -115.9% | -84.1% |
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