-40.2%
FISV vs OUST
-64.1%
+24.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +14.0% | -13.8% | -0.2% |
| 7D | +25.7% | +17.0% | +8.7% | +25.0% |
| 30D | +38.8% | -16.5% | +55.3% | +39.3% |
| 3M | +16.2% | -23.7% | +39.9% | +16.8% |
| 6M | +12.1% | +18.4% | -6.3% | +9.2% |
| YTD | -6.4% | +60.8% | -67.2% | -10.5% |
| 1Y | +2.0% | +44.2% | -42.2% | -2.2% |
| 3Y | -47.4% | +668.1% | -715.5% | -55.6% |
| 5Y | -37.3% | -48.8% | +11.5% | -42.7% |
| All | -40.2% | -64.1% | +24.0% | -44.0% |
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