+61.4%
IDXX vs OUST
+659.3%
-597.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.6% | -0.5% |
| 7D | +4.1% | +19.9% | -15.8% | +3.2% |
| 30D | +34.2% | +3.6% | +30.6% | +33.7% |
| 3M | +22.3% | -20.6% | +43.0% | +23.2% |
| 6M | +30.7% | +35.1% | -4.3% | +24.2% |
| YTD | +3.2% | +69.1% | -66.0% | -4.6% |
| 1Y | -2.2% | +49.9% | -52.1% | -8.9% |
| All | +61.4% | +659.3% | -597.9% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling