+8.9%
GE vs OUST
+11.1%
-2.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +15.7% | -13.0% | +1.5% |
| 7D | +9.4% | -0.2% | +9.6% | +9.3% |
| 30D | +7.5% | -24.0% | +31.5% | +9.6% |
| 3M | -12.5% | -29.9% | +17.3% | -10.8% |
| 6M | +17.8% | +19.1% | -1.4% | +12.6% |
| YTD | +7.4% | +55.0% | -47.6% | -3.7% |
| 1Y | +8.9% | +21.2% | -12.3% | +0.1% |
| All | +8.9% | +11.1% | -2.2% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling