+126.0%
FSLR vs OUST
-60.6%
+186.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -8.4% | +14.0% | -22.4% | -10.4% |
| 30D | -0.9% | +2.5% | -3.4% | -2.0% |
| 3M | -26.1% | -15.3% | -10.8% | -25.3% |
| 6M | -23.6% | +42.6% | -66.3% | -30.3% |
| YTD | -31.8% | +76.6% | -108.4% | -40.8% |
| 1Y | -32.6% | +54.1% | -86.6% | -40.5% |
| 3Y | +33.0% | +675.3% | -642.3% | -20.3% |
| 5Y | +56.8% | -45.1% | +101.9% | +26.5% |
| All | +126.0% | -60.6% | +186.6% | +85.1% |
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