-18.6%
FIG vs OUST
+59.7%
-78.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.0% | -4.3% |
| 7D | -16.3% | +5.2% | -21.5% | -16.0% |
| 30D | -14.3% | -19.3% | +4.9% | -15.4% |
| 3M | +7.2% | -22.6% | +29.8% | +5.0% |
| 6M | -18.6% | +62.8% | -81.4% | -26.3% |
| All | -18.6% | +59.7% | -78.3% | -26.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling