-75.4%
FLNC vs OUST
+46.4%
-121.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.2% | -2.6% | -5.0% |
| 7D | -7.1% | +19.9% | -27.0% | -14.1% |
| 30D | -30.2% | +3.6% | -33.8% | -31.3% |
| 3M | -64.1% | -20.6% | -43.5% | -61.4% |
| 6M | -77.7% | +35.1% | -112.8% | -80.8% |
| YTD | -76.1% | +69.1% | -145.2% | -84.6% |
| 1Y | -75.4% | +49.9% | -125.3% | -81.9% |
| All | -75.4% | +46.4% | -121.8% | -81.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling