+2.0%
ISRG vs OUST
-56.2%
+58.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.0% |
| 7D | -1.6% | +5.2% | -6.8% | -2.0% |
| 30D | -2.3% | -19.3% | +17.0% | -0.9% |
| 3M | -12.4% | -22.6% | +10.2% | -12.5% |
| 6M | -26.8% | +62.8% | -89.6% | -32.4% |
| YTD | -35.3% | +68.3% | -103.6% | -40.6% |
| 1Y | -19.3% | +28.5% | -47.9% | -25.3% |
| 3Y | +18.1% | +554.0% | -535.9% | -15.7% |
| All | +2.0% | -56.2% | +58.2% | -3.4% |
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