+29.3%
GDDY vs OUST
+594.6%
-565.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.5% | +10.1% | +1.5% |
| 7D | -0.2% | -3.8% | +3.6% | -0.2% |
| 30D | +10.4% | +5.1% | +5.4% | +10.5% |
| 3M | +13.6% | -25.8% | +39.4% | +13.7% |
| 6M | +33.7% | -2.0% | +35.7% | +32.2% |
| YTD | -8.0% | +54.7% | -62.7% | -11.2% |
| 1Y | -12.9% | +48.8% | -61.7% | -15.9% |
| 3Y | +29.3% | +607.8% | -578.5% | +16.0% |
| All | +29.3% | +594.6% | -565.3% | +16.0% |
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