-84.9%
FLNC vs OUST
-46.8%
-38.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +14.0% | -10.6% | -1.1% |
| 7D | -7.9% | +17.0% | -24.9% | -12.2% |
| 30D | -31.3% | -16.5% | -14.8% | -27.1% |
| 3M | -60.1% | -23.7% | -36.4% | -56.8% |
| 6M | -61.1% | +18.4% | -79.5% | -65.3% |
| YTD | -73.4% | +60.8% | -134.1% | -78.6% |
| 1Y | -73.4% | +44.2% | -117.6% | -77.8% |
| 3Y | -71.9% | +668.1% | -740.0% | -89.1% |
| 5Y | -84.7% | -48.8% | -35.8% | -85.3% |
| All | -84.9% | -46.8% | -38.1% | -85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling