-49.4%
FISV vs OUST
+659.3%
-708.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.2% | +0.5% | -3.7% |
| 7D | -2.0% | +19.9% | -21.9% | -2.3% |
| 30D | +31.8% | +3.6% | +28.2% | +31.6% |
| 3M | +19.3% | -20.6% | +39.9% | +19.5% |
| 6M | +12.1% | +35.1% | -23.0% | +9.4% |
| YTD | -8.4% | +69.1% | -77.6% | -12.1% |
| 1Y | -4.5% | +49.9% | -54.4% | -8.0% |
| All | -49.4% | +659.3% | -708.7% | -54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling