-55.1%
FIS vs OUST
+41.3%
-96.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.2% |
| 7D | -27.4% | +31.9% | -59.3% | -25.4% |
| 30D | -16.8% | -4.2% | -12.6% | -15.2% |
| 3M | -32.6% | -9.3% | -23.4% | -31.4% |
| 6M | -33.4% | +51.7% | -85.1% | -33.3% |
| YTD | -56.0% | +76.6% | -132.7% | -56.4% |
| 1Y | -55.1% | +48.9% | -104.0% | -55.3% |
| All | -55.1% | +41.3% | -96.4% | -55.3% |
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