-70.4%
FIS vs OUST
-56.4%
-14.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.0% | +7.8% | -0.9% |
| 7D | -21.2% | -5.0% | -16.1% | -21.2% |
| 30D | -12.1% | -32.0% | +20.0% | -10.7% |
| 3M | -30.6% | -32.4% | +1.8% | -29.7% |
| 6M | -35.5% | +6.7% | -42.2% | -37.8% |
| YTD | -54.4% | +41.0% | -95.4% | -57.2% |
| 1Y | -52.9% | +18.0% | -70.9% | -55.3% |
| 3Y | -38.7% | +560.6% | -599.3% | -54.2% |
| 5Y | -70.4% | -55.1% | -15.3% | -72.9% |
| All | -70.4% | -56.4% | -14.0% | -72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling