+189.6%
FITB vs OUST
-60.2%
+249.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.8% | -8.4% | +1.6% |
| 7D | -1.1% | +36.7% | -37.8% | -3.8% |
| 30D | +7.3% | -3.3% | +10.7% | +7.2% |
| 3M | -4.0% | -11.1% | +7.1% | -3.8% |
| 6M | +11.9% | +53.1% | -41.2% | +4.2% |
| YTD | +19.0% | +78.2% | -59.2% | +8.0% |
| 1Y | +31.0% | +50.0% | -19.0% | +20.5% |
| 3Y | +143.8% | +836.2% | -692.4% | +72.0% |
| 5Y | +48.9% | -50.0% | +98.9% | +23.5% |
| All | +189.6% | -60.2% | +249.9% | +146.9% |
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