+75.8%
IDXX vs OUST
-65.5%
+141.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.5% | +9.4% | +1.6% |
| 7D | +4.2% | -3.8% | +7.9% | +4.4% |
| 30D | +33.1% | +5.1% | +28.1% | +32.0% |
| 3M | +24.2% | -25.8% | +50.0% | +26.1% |
| 6M | +33.2% | -2.0% | +35.2% | +28.3% |
| YTD | +4.1% | +54.7% | -50.6% | -5.7% |
| 1Y | +0.4% | +48.8% | -48.4% | -8.9% |
| 3Y | +62.9% | +607.8% | -545.0% | +12.2% |
| 5Y | +12.1% | -52.7% | +64.8% | -6.6% |
| All | +75.8% | -65.5% | +141.3% | +48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling