+28.4%
ISRG vs OUST
-56.4%
+84.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.0% | +6.2% | -2.2% |
| 7D | +4.4% | -5.0% | +9.4% | +4.8% |
| 30D | +15.8% | -32.0% | +47.8% | +18.6% |
| 3M | +24.9% | -32.4% | +57.2% | +27.6% |
| 6M | +3.8% | +6.7% | -2.9% | -0.7% |
| YTD | -17.3% | +41.0% | -58.3% | -23.6% |
| 1Y | -14.6% | +18.0% | -32.6% | -20.1% |
| 3Y | +68.2% | +560.6% | -492.4% | +18.0% |
| 5Y | +28.4% | -55.1% | +83.5% | +22.6% |
| All | +28.4% | -56.4% | +84.8% | +22.6% |
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