+183.0%
GILD vs OUST
-62.6%
+245.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.7% | -0.7% |
| 7D | -2.6% | +4.0% | -6.7% | -2.7% |
| 30D | +9.5% | -14.0% | +23.4% | +9.5% |
| 3M | +16.8% | -5.9% | +22.7% | +16.6% |
| 6M | +0.6% | +76.4% | -75.8% | -0.6% |
| YTD | +20.1% | +67.5% | -47.3% | +18.7% |
| 1Y | +29.1% | +27.1% | +2.0% | +27.8% |
| 3Y | +111.5% | +619.0% | -507.5% | +102.3% |
| 5Y | +147.6% | -54.9% | +202.5% | +132.3% |
| All | +183.0% | -62.6% | +245.6% | +165.1% |
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