+155.2%
FSLR vs OUST
-64.1%
+219.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +14.0% | -11.3% | +0.7% |
| 7D | +15.3% | +17.0% | -1.7% | +12.4% |
| 30D | +11.7% | -16.5% | +28.2% | +13.9% |
| 3M | -17.6% | -23.7% | +6.0% | -15.4% |
| 6M | -7.7% | +18.4% | -26.1% | -13.6% |
| YTD | -23.0% | +60.8% | -83.8% | -32.2% |
| 1Y | -26.0% | +44.2% | -70.2% | -34.0% |
| 3Y | +36.9% | +668.1% | -631.2% | -18.0% |
| 5Y | +72.9% | -48.8% | +121.8% | +40.9% |
| All | +155.2% | -64.1% | +219.4% | +112.2% |
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 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