+144.3%
GILD vs OUST
-55.2%
+199.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.5% |
| 7D | -4.2% | -1.7% | -2.6% | -4.2% |
| 30D | +6.7% | -21.9% | +28.6% | +6.9% |
| 3M | +20.0% | -8.2% | +28.2% | +19.6% |
| 6M | -1.3% | +57.5% | -58.8% | -2.8% |
| YTD | +19.4% | +62.8% | -43.4% | +17.4% |
| 1Y | +28.9% | +24.5% | +4.4% | +27.0% |
| 3Y | +110.3% | +599.0% | -488.7% | +95.7% |
| All | +144.3% | -55.2% | +199.5% | +134.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling