-38.4%
FIS vs OUST
+537.2%
-575.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.0% | +7.8% | -1.2% |
| 7D | -21.2% | -5.0% | -16.1% | -21.1% |
| 30D | -12.1% | -32.0% | +20.0% | -11.5% |
| 3M | -30.6% | -32.4% | +1.8% | -30.2% |
| 6M | -35.5% | +6.7% | -42.2% | -36.7% |
| YTD | -54.4% | +41.0% | -95.4% | -55.9% |
| 1Y | -52.9% | +18.0% | -70.9% | -54.2% |
| All | -38.4% | +537.2% | -575.5% | -49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling