+20.9%
GDDY vs OUST
-61.4%
+82.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +2.9% | -11.2% | -8.5% |
| 7D | -7.6% | +12.7% | -20.3% | -8.2% |
| 30D | +2.0% | -13.6% | +15.6% | +2.5% |
| 3M | +15.1% | -8.3% | +23.4% | +13.7% |
| 6M | -1.1% | +85.0% | -86.1% | -8.2% |
| YTD | -25.1% | +73.2% | -98.4% | -30.5% |
| 1Y | -37.3% | +32.5% | -69.7% | -41.1% |
| 3Y | +24.5% | +643.8% | -619.3% | -6.9% |
| 5Y | +23.5% | -52.1% | +75.6% | +13.4% |
| All | +20.9% | -61.4% | +82.2% | +13.1% |
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