-68.5%
FLNC vs OUST
-42.7%
-25.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.9% | +3.8% | +5.8% |
| 7D | +6.0% | +12.7% | -6.8% | +2.0% |
| 30D | -16.3% | -13.6% | -2.7% | -12.6% |
| 3M | -54.1% | -8.3% | -45.8% | -54.1% |
| 6M | -25.3% | +85.0% | -110.3% | -42.6% |
| YTD | -44.2% | +73.2% | -117.4% | -56.2% |
| 1Y | +53.1% | +32.5% | +20.6% | +31.3% |
| 3Y | -58.3% | +643.8% | -702.2% | -83.5% |
| All | -68.5% | -42.7% | -25.8% | -71.0% |
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