-62.4%
FISV vs OUST
+34.0%
-96.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.9% | -6.9% | -4.0% |
| 7D | -1.6% | +12.7% | -14.3% | -1.3% |
| 30D | -3.0% | -13.6% | +10.7% | -3.2% |
| 3M | -3.5% | -8.3% | +4.8% | -3.5% |
| 6M | -19.4% | +85.0% | -104.4% | -22.2% |
| YTD | -24.3% | +73.2% | -97.5% | -26.8% |
| 1Y | -62.4% | +32.5% | -94.9% | -64.1% |
| All | -62.4% | +34.0% | -96.4% | -64.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling