+27.0%
GDDY vs OUST
+614.8%
-587.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +0.8% |
| 7D | -8.1% | +4.0% | -12.2% | -8.2% |
| 30D | +2.3% | -14.0% | +16.3% | +2.4% |
| 3M | +14.7% | -5.9% | +20.7% | +13.9% |
| 6M | +2.1% | +76.4% | -74.3% | -2.1% |
| YTD | -24.6% | +67.5% | -92.0% | -27.7% |
| 1Y | -37.1% | +27.1% | -64.2% | -39.3% |
| All | +27.0% | +614.8% | -587.8% | +2.1% |
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