+184.8%
FITB vs OUST
-68.5%
+253.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.0% | +6.7% | -1.6% |
| 7D | -1.8% | -5.0% | +3.2% | -1.5% |
| 30D | +4.8% | -32.0% | +36.8% | +7.8% |
| 3M | -6.4% | -32.4% | +25.9% | -4.0% |
| 6M | +7.9% | +6.7% | +1.2% | +3.6% |
| YTD | +17.0% | +41.0% | -24.0% | +8.4% |
| 1Y | +29.9% | +18.0% | +12.0% | +22.0% |
| 3Y | +124.8% | +560.6% | -435.8% | +63.7% |
| 5Y | +46.4% | -55.1% | +101.5% | +22.9% |
| All | +184.8% | -68.5% | +253.3% | +147.8% |
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