+123.4%
ILMN vs OUST
+33.5%
+89.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.2% | -1.7% |
| 7D | +1.2% | +5.2% | -4.0% | +0.9% |
| 30D | +9.2% | -19.3% | +28.4% | +10.5% |
| 3M | +29.8% | -22.6% | +52.5% | +29.5% |
| 6M | +69.2% | +62.8% | +6.4% | +57.7% |
| YTD | +66.4% | +68.3% | -2.0% | +55.2% |
| 1Y | +123.4% | +28.5% | +94.9% | +105.5% |
| All | +123.4% | +33.5% | +89.9% | +105.5% |
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