-39.2%
FISV vs OUST
-60.6%
+21.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.0% | +14.0% | -11.0% | +2.5% |
| 30D | +38.8% | +2.5% | +36.2% | +38.4% |
| 3M | +21.2% | -15.3% | +36.5% | +21.4% |
| 6M | +17.5% | +42.6% | -25.1% | +13.8% |
| YTD | -4.9% | +76.6% | -81.5% | -9.3% |
| 1Y | -0.6% | +54.1% | -54.6% | -4.8% |
| 3Y | -47.4% | +675.3% | -722.7% | -55.4% |
| 5Y | -36.0% | -45.1% | +9.0% | -41.6% |
| All | -39.2% | -60.6% | +21.4% | -43.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling