-86.6%
FLNC vs OUST
-48.8%
-37.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.5% | +7.4% | +1.6% |
| 7D | -11.2% | -3.8% | -7.4% | -10.3% |
| 30D | -24.6% | +5.1% | -29.7% | -25.8% |
| 3M | -64.6% | -25.8% | -38.8% | -61.4% |
| 6M | -78.8% | -2.0% | -76.8% | -79.4% |
| YTD | -76.3% | +54.7% | -131.1% | -80.8% |
| 1Y | -71.2% | +48.8% | -120.0% | -76.3% |
| 3Y | -71.9% | +607.8% | -679.7% | -88.7% |
| 5Y | -87.5% | -52.7% | -34.8% | -87.8% |
| All | -86.6% | -48.8% | -37.8% | -87.3% |
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 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