+84.0%
ISRG vs OUST
-64.1%
+148.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +14.0% | -17.4% | -4.3% |
| 7D | +4.8% | +17.0% | -12.2% | +3.6% |
| 30D | +9.2% | -16.5% | +25.7% | +10.2% |
| 3M | +21.2% | -23.7% | +44.8% | +22.5% |
| 6M | +0.2% | +18.4% | -18.1% | -4.5% |
| YTD | -20.1% | +60.8% | -80.8% | -26.4% |
| 1Y | -17.3% | +44.2% | -61.5% | -23.5% |
| 3Y | +63.3% | +668.1% | -604.8% | +17.9% |
| 5Y | +24.1% | -48.8% | +72.9% | +7.5% |
| All | +84.0% | -64.1% | +148.1% | +60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling