-71.9%
FIS vs OUST
-50.0%
-22.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.8% | -12.2% | -1.8% |
| 7D | -29.4% | +36.7% | -66.1% | -30.5% |
| 30D | -16.7% | -3.3% | -13.4% | -16.8% |
| 3M | -33.0% | -11.1% | -21.8% | -32.9% |
| 6M | -33.3% | +53.1% | -86.4% | -36.8% |
| YTD | -56.0% | +78.2% | -134.2% | -59.1% |
| 1Y | -54.6% | +50.0% | -104.6% | -57.4% |
| 3Y | -40.6% | +836.2% | -876.8% | -56.6% |
| 5Y | -71.9% | -50.0% | -22.0% | -74.7% |
| All | -71.9% | -50.0% | -22.0% | -74.7% |
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