-76.9%
FIS vs OUST
-65.4%
-11.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +15.7% | -39.4% | -24.2% |
| 7D | -18.4% | -0.2% | -18.2% | -18.5% |
| 30D | -11.4% | -24.0% | +12.6% | -10.6% |
| 3M | -32.0% | -29.9% | -2.1% | -31.3% |
| 6M | -35.6% | +19.1% | -54.7% | -37.8% |
| YTD | -53.8% | +55.0% | -108.8% | -56.3% |
| 1Y | -51.1% | +21.2% | -72.2% | -53.2% |
| 3Y | -37.9% | +626.0% | -663.9% | -51.0% |
| 5Y | -69.6% | -51.6% | -17.9% | -74.1% |
| All | -76.9% | -65.4% | -11.5% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling