+874.9%
GE vs OUST
-64.1%
+939.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +14.0% | -11.3% | +1.6% |
| 7D | +7.1% | +17.0% | -9.9% | +5.7% |
| 30D | +6.5% | -16.5% | +23.0% | +7.5% |
| 3M | -13.6% | -23.7% | +10.1% | -12.3% |
| 6M | +6.0% | +18.4% | -12.4% | +1.8% |
| YTD | +5.4% | +60.8% | -55.4% | -2.0% |
| 1Y | +6.5% | +44.2% | -37.7% | -0.4% |
| 3Y | +268.6% | +668.1% | -399.5% | +185.5% |
| 5Y | +389.0% | -48.8% | +437.9% | +320.9% |
| All | +874.9% | -64.1% | +939.1% | +752.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling