+28.1%
ISRG vs OUST
-45.2%
+73.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -6.8% | +14.0% | -20.7% | -7.8% |
| 30D | +5.1% | +2.5% | +2.6% | +4.5% |
| 3M | +12.0% | -15.3% | +27.3% | +12.5% |
| 6M | +7.0% | +42.6% | -35.6% | +0.2% |
| YTD | -20.6% | +76.6% | -97.2% | -28.0% |
| 1Y | -21.4% | +54.1% | -75.5% | -28.0% |
| 3Y | +62.0% | +675.3% | -613.3% | +12.6% |
| 5Y | +28.1% | -45.1% | +73.2% | +24.3% |
| All | +28.1% | -45.2% | +73.4% | +24.3% |
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