-31.3%
ILMN vs OUST
-65.4%
+34.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +15.7% | -20.6% | -6.7% |
| 7D | -21.6% | -0.2% | -21.3% | -21.6% |
| 30D | -22.9% | -24.0% | +1.1% | -20.7% |
| 3M | +11.6% | -29.9% | +41.5% | +15.3% |
| 6M | +62.5% | +19.1% | +43.4% | +52.7% |
| YTD | +72.7% | +55.0% | +17.7% | +55.1% |
| 1Y | +93.9% | +21.2% | +72.7% | +78.6% |
| 3Y | +99.2% | +626.0% | -526.8% | +27.9% |
| 5Y | -44.8% | -51.6% | +6.8% | -54.3% |
| All | -31.3% | -65.4% | +34.1% | -39.5% |
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 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