+69.9%
ILMN vs OUST
-1.5%
+71.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -9.0% | +0.8% | -7.4% |
| 7D | -28.3% | -5.0% | -23.3% | -27.9% |
| 30D | -24.0% | -32.0% | +8.1% | -22.1% |
| 3M | +4.1% | -32.4% | +36.4% | +6.3% |
| 6M | +49.6% | +6.7% | +42.9% | +44.7% |
| YTD | +58.6% | +41.0% | +17.5% | +52.5% |
| 1Y | +69.9% | +18.0% | +51.9% | +66.4% |
| All | +69.9% | -1.5% | +71.4% | +66.4% |
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