+9.3%
IDXX vs OUST
+614.8%
-605.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.4% | -0.8% |
| 7D | -4.4% | +4.0% | -8.5% | -4.7% |
| 30D | -13.5% | -14.0% | +0.4% | -12.9% |
| 3M | -11.0% | -5.9% | -5.1% | -12.3% |
| 6M | -15.6% | +76.4% | -92.0% | -22.2% |
| YTD | -23.9% | +67.5% | -91.3% | -29.8% |
| 1Y | -21.4% | +27.1% | -48.5% | -26.8% |
| All | +9.3% | +614.8% | -605.5% | -24.3% |
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