-47.6%
ILMN vs OUST
-56.4%
+8.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -9.0% | +0.8% | -7.1% |
| 7D | -28.3% | -5.0% | -23.3% | -27.8% |
| 30D | -24.0% | -32.0% | +8.1% | -20.6% |
| 3M | +4.1% | -32.4% | +36.4% | +8.2% |
| 6M | +49.6% | +6.7% | +42.9% | +41.9% |
| YTD | +58.6% | +41.0% | +17.5% | +43.1% |
| 1Y | +69.9% | +18.0% | +51.9% | +56.3% |
| 3Y | +82.9% | +560.6% | -477.7% | +13.5% |
| 5Y | -47.6% | -55.1% | +7.5% | -50.8% |
| All | -47.6% | -56.4% | +8.8% | -50.8% |
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