+95.9%
ISRG vs OUST
-65.4%
+161.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +15.7% | -6.4% | +8.3% |
| 7D | +8.5% | -0.2% | +8.7% | +8.5% |
| 30D | +18.6% | -24.0% | +42.6% | +20.5% |
| 3M | +30.9% | -29.9% | +60.8% | +33.3% |
| 6M | +6.6% | +19.1% | -12.6% | +1.5% |
| YTD | -14.9% | +55.0% | -69.9% | -21.4% |
| 1Y | -10.5% | +21.2% | -31.7% | -16.0% |
| 3Y | +73.1% | +626.0% | -552.9% | +25.6% |
| 5Y | +32.7% | -51.6% | +84.3% | +15.5% |
| All | +95.9% | -65.4% | +161.3% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling