+69.0%
ISRG vs OUST
+537.2%
-468.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.0% | +6.2% | -2.5% |
| 7D | +4.4% | -5.0% | +9.4% | +4.6% |
| 30D | +15.8% | -32.0% | +47.8% | +17.1% |
| 3M | +24.9% | -32.4% | +57.2% | +26.2% |
| 6M | +3.8% | +6.7% | -2.9% | +0.8% |
| YTD | -17.3% | +41.0% | -58.3% | -21.4% |
| 1Y | -14.6% | +18.0% | -32.6% | -18.3% |
| All | +69.0% | +537.2% | -468.2% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling