-25.7%
IDXX vs OUST
-56.3%
+30.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.4% |
| 7D | -4.3% | -1.7% | -2.6% | -4.2% |
| 30D | -13.7% | -21.9% | +8.3% | -12.0% |
| 3M | -9.1% | -8.2% | -0.8% | -10.6% |
| 6M | -15.4% | +57.5% | -72.9% | -22.8% |
| YTD | -25.1% | +62.8% | -87.9% | -32.3% |
| 1Y | -20.6% | +24.5% | -45.1% | -27.3% |
| 3Y | +8.7% | +599.0% | -590.3% | -27.2% |
| 5Y | -25.7% | -54.9% | +29.2% | -37.6% |
| All | -25.7% | -56.3% | +30.7% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling