-41.4%
FIS vs OUST
+729.1%
-770.5%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | -27.4% | +31.9% | -59.3% | -27.3% |
| 30D | -16.8% | -4.2% | -12.6% | -16.4% |
| 3M | -32.6% | -9.3% | -23.4% | -32.3% |
| 6M | -33.4% | +51.7% | -85.1% | -34.8% |
| YTD | -56.0% | +76.6% | -132.7% | -57.5% |
| 1Y | -55.1% | +48.9% | -104.0% | -56.3% |
| 3Y | -41.4% | +675.3% | -716.7% | -51.4% |
| All | -41.4% | +729.1% | -770.5% | -51.4% |
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