+933.8%
GE vs OUST
-60.6%
+994.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +4.0% | +14.0% | -9.9% | +2.9% |
| 30D | +11.1% | +2.5% | +8.5% | +10.4% |
| 3M | -6.7% | -15.3% | +8.6% | -6.1% |
| 6M | +14.3% | +42.6% | -28.3% | +8.3% |
| YTD | +11.7% | +76.6% | -64.9% | +3.1% |
| 1Y | +10.9% | +54.1% | -43.1% | +3.2% |
| 3Y | +279.0% | +675.3% | -396.3% | +193.5% |
| 5Y | +427.0% | -45.1% | +472.1% | +350.2% |
| All | +933.8% | -60.6% | +994.4% | +797.2% |
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