+8.9%
OUST vs FIGR
-29.9%
+38.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -1.8% | -6.8% | -7.8% |
| 7D | -3.8% | +11.0% | -14.8% | -7.9% |
| 30D | +5.1% | +0.7% | +4.4% | +4.5% |
| 3M | -25.8% | -20.9% | -4.9% | -20.5% |
| 6M | -2.0% | -37.7% | +35.7% | +13.7% |
| YTD | +54.7% | -38.2% | +93.0% | +61.2% |
| 1Y | +48.8% | -27.1% | +75.9% | +41.7% |
| All | +8.9% | -29.9% | +38.9% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling