+33.2%
FSLR vs OUST
+537.2%
-504.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.0% | +9.6% | +1.9% |
| 7D | +10.7% | -5.0% | +15.7% | +11.2% |
| 30D | +8.9% | -32.0% | +40.9% | +14.0% |
| 3M | -17.3% | -32.4% | +15.0% | -13.8% |
| 6M | -10.8% | +6.7% | -17.5% | -14.4% |
| YTD | -25.1% | +41.0% | -66.1% | -31.6% |
| 1Y | -29.4% | +18.0% | -47.4% | -34.3% |
| All | +33.2% | +537.2% | -504.0% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling