-51.4%
ILMN vs OUST
-56.2%
+4.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.2% | -1.7% |
| 7D | +1.2% | +5.2% | -4.0% | +0.6% |
| 30D | +9.2% | -19.3% | +28.4% | +11.6% |
| 3M | +29.8% | -22.6% | +52.5% | +30.3% |
| 6M | +69.2% | +62.8% | +6.4% | +52.1% |
| YTD | +66.4% | +68.3% | -2.0% | +47.7% |
| 1Y | +123.4% | +28.5% | +94.9% | +101.7% |
| 3Y | +33.2% | +554.0% | -520.9% | -16.4% |
| All | -51.4% | -56.2% | +4.8% | -55.6% |
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