+148.4%
FSLR vs OUST
-68.5%
+216.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.4% |
| 3M | -17.3% | -32.4% | +15.0% | -13.5% |
| 6M | -10.8% | +6.7% | -17.5% | -15.1% |
| YTD | -25.1% | +41.0% | -66.1% | -32.6% |
| 1Y | -29.4% | +18.0% | -47.4% | -35.1% |
| 3Y | +28.8% | +560.6% | -531.8% | -21.0% |
| 5Y | +68.3% | -55.1% | +123.4% | +39.9% |
| All | +148.4% | -68.5% | +216.9% | +110.7% |
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