-77.1%
FIS vs OUST
-65.5%
-11.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -8.5% | +12.7% | +4.4% |
| 7D | +2.8% | -3.8% | +6.6% | +2.9% |
| 30D | -16.7% | +5.1% | -21.8% | -17.2% |
| 3M | -32.3% | -25.8% | -6.5% | -31.8% |
| 6M | -29.1% | -2.0% | -27.0% | -30.6% |
| YTD | -54.1% | +54.7% | -108.8% | -56.7% |
| 1Y | -53.7% | +48.8% | -102.5% | -56.3% |
| 3Y | -38.8% | +607.8% | -646.7% | -51.6% |
| 5Y | -71.1% | -52.7% | -18.4% | -75.4% |
| All | -77.1% | -65.5% | -11.6% | -80.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling