+48.5%
GDDY vs OUST
-65.5%
+114.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.5% | +10.1% | +2.0% |
| 7D | -0.2% | -3.8% | +3.6% | -0.1% |
| 30D | +10.4% | +5.1% | +5.4% | +9.8% |
| 3M | +13.6% | -25.8% | +39.4% | +14.4% |
| 6M | +33.7% | -2.0% | +35.7% | +30.0% |
| YTD | -8.0% | +54.7% | -62.7% | -14.6% |
| 1Y | -12.9% | +48.8% | -61.7% | -19.0% |
| 3Y | +29.3% | +607.8% | -578.5% | -3.4% |
| 5Y | +60.8% | -52.7% | +113.6% | +47.0% |
| All | +48.5% | -65.5% | +114.0% | +39.1% |
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 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