-60.9%
FLNC vs OUST
+624.3%
-685.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.0% |
| 7D | -4.9% | +5.2% | -10.1% | -6.4% |
| 30D | -27.3% | -19.3% | -8.0% | -22.8% |
| 3M | -61.9% | -22.6% | -39.2% | -59.7% |
| 6M | -34.5% | +62.8% | -97.3% | -46.6% |
| YTD | -47.7% | +68.3% | -116.0% | -57.7% |
| 1Y | +53.3% | +28.5% | +24.8% | +34.3% |
| All | -60.9% | +624.3% | -685.2% | -82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling