+33.6%
IDXX vs OUST
-62.4%
+96.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.0% |
| 7D | -3.5% | +5.2% | -8.8% | -4.0% |
| 30D | -8.4% | -19.3% | +10.8% | -7.1% |
| 3M | -5.2% | -22.6% | +17.4% | -5.3% |
| 6M | -17.5% | +62.8% | -80.2% | -24.5% |
| YTD | -20.9% | +68.3% | -89.2% | -28.3% |
| 1Y | -16.4% | +28.5% | -45.0% | -23.3% |
| 3Y | +4.7% | +554.0% | -549.3% | -26.8% |
| 5Y | -22.2% | -56.2% | +34.0% | -34.6% |
| All | +33.6% | -62.4% | +96.1% | +13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling