-51.1%
FIS vs OUST
+11.1%
-62.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +15.7% | -39.4% | -22.5% |
| 7D | -18.4% | -0.2% | -18.2% | -17.6% |
| 30D | -11.4% | -24.0% | +12.6% | -11.0% |
| 3M | -32.0% | -29.9% | -2.1% | -31.7% |
| 6M | -35.6% | +19.1% | -54.7% | -35.8% |
| YTD | -53.8% | +55.0% | -108.8% | -54.4% |
| 1Y | -51.1% | +21.2% | -72.2% | -51.9% |
| All | -51.1% | +11.1% | -62.1% | -51.9% |
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