+13.2%
OUST vs FIGR
-36.9%
+50.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +8.7% | +5.3% | +10.4% |
| 7D | +17.0% | +5.3% | +11.7% | +15.2% |
| 30D | -16.5% | -17.9% | +1.4% | -9.6% |
| 3M | -23.7% | -20.5% | -3.1% | -18.6% |
| 6M | +18.4% | -40.2% | +58.6% | +40.9% |
| YTD | +60.8% | -44.4% | +105.1% | +75.0% |
| 1Y | +44.2% | -36.3% | +80.5% | +46.0% |
| All | +13.2% | -36.9% | +50.1% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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