-71.4%
FIS vs OUST
-49.1%
-22.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +14.0% | -16.3% | -2.8% |
| 7D | -25.5% | +17.0% | -42.5% | -26.1% |
| 30D | -15.1% | -16.5% | +1.4% | -14.6% |
| 3M | -32.1% | -23.7% | -8.5% | -31.6% |
| 6M | -36.1% | +18.4% | -54.4% | -38.6% |
| YTD | -55.4% | +60.8% | -116.2% | -58.3% |
| 1Y | -53.9% | +44.2% | -98.1% | -56.7% |
| 3Y | -39.8% | +668.1% | -707.9% | -55.3% |
| All | -71.4% | -49.1% | -22.3% | -74.0% |
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