-33.8%
ILMN vs OUST
-62.4%
+28.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.2% | -1.7% |
| 7D | +1.2% | +5.2% | -4.0% | +0.7% |
| 30D | +9.2% | -19.3% | +28.4% | +11.5% |
| 3M | +29.8% | -22.6% | +52.5% | +30.4% |
| 6M | +69.2% | +62.8% | +6.4% | +53.1% |
| YTD | +66.4% | +68.3% | -2.0% | +48.7% |
| 1Y | +123.4% | +28.5% | +94.9% | +103.0% |
| 3Y | +33.2% | +554.0% | -520.9% | -12.9% |
| 5Y | -52.0% | -56.2% | +4.3% | -60.0% |
| All | -33.8% | -62.4% | +28.6% | -42.0% |
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