-20.6%
IDXX vs OUST
+17.3%
-37.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.7% |
| 7D | -4.3% | -1.7% | -2.6% | -4.3% |
| 30D | -13.7% | -21.9% | +8.3% | -13.6% |
| 3M | -9.1% | -8.2% | -0.8% | -10.0% |
| 6M | -15.4% | +57.5% | -72.9% | -19.9% |
| YTD | -25.1% | +62.8% | -87.9% | -29.4% |
| 1Y | -20.6% | +24.5% | -45.1% | -26.1% |
| All | -20.6% | +17.3% | -37.9% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling