+159.4%
FSLR vs OUST
-62.4%
+221.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.7% |
| 7D | 0.0% | +5.2% | -5.2% | -0.8% |
| 30D | -13.7% | -19.3% | +5.6% | -11.2% |
| 3M | -35.1% | -22.6% | -12.4% | -34.2% |
| 6M | +3.6% | +62.8% | -59.1% | -7.0% |
| YTD | -21.7% | +68.3% | -90.1% | -30.8% |
| 1Y | +1.3% | +28.5% | -27.3% | -8.5% |
| 3Y | +9.7% | +554.0% | -544.3% | -32.2% |
| 5Y | +117.4% | -56.2% | +173.6% | +82.5% |
| All | +159.4% | -62.4% | +221.9% | +116.3% |
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 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