-86.0%
FLNC vs OUST
-41.6%
-44.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.9% | -8.2% | -8.8% |
| 7D | -10.7% | +31.9% | -42.6% | -18.3% |
| 30D | -33.9% | -4.2% | -29.7% | -32.9% |
| 3M | -61.2% | -9.3% | -51.9% | -60.3% |
| 6M | -79.7% | +51.7% | -131.3% | -82.9% |
| YTD | -75.2% | +76.6% | -151.8% | -80.7% |
| 1Y | -77.5% | +48.9% | -126.4% | -81.4% |
| 3Y | -71.4% | +675.3% | -746.6% | -88.8% |
| 5Y | -85.6% | -44.0% | -41.6% | -86.6% |
| All | -86.0% | -41.6% | -44.4% | -87.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling