+143.1%
FSLR vs OUST
-60.2%
+203.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +10.8% | -15.6% | -6.3% |
| 7D | +5.3% | +36.7% | -31.4% | +0.2% |
| 30D | +7.8% | -3.3% | +11.1% | +7.4% |
| 3M | -23.4% | -11.1% | -12.2% | -23.1% |
| 6M | -12.9% | +53.1% | -65.9% | -21.3% |
| YTD | -26.7% | +78.2% | -104.9% | -36.4% |
| 1Y | -28.4% | +50.0% | -78.4% | -36.5% |
| 3Y | +44.6% | +836.2% | -791.6% | -16.1% |
| 5Y | +67.9% | -50.0% | +117.9% | +37.2% |
| All | +143.1% | -60.2% | +203.4% | +98.8% |
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 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