-52.8%
FIS vs OUST
+50.6%
-103.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | 0.0% | +6.7% | +6.7% |
| 7D | +1.5% | +14.0% | -12.4% | +2.7% |
| 30D | -11.8% | +2.5% | -14.4% | -10.0% |
| 3M | -28.5% | -15.3% | -13.2% | -27.3% |
| 6M | -27.0% | +42.6% | -69.6% | -26.8% |
| YTD | -53.1% | +76.6% | -129.7% | -53.5% |
| 1Y | -52.8% | +54.1% | -106.8% | -53.1% |
| All | -52.8% | +50.6% | -103.3% | -53.1% |
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