+7.6%
GE vs OUST
+46.4%
-38.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.2% | +0.8% | -3.1% |
| 7D | +5.1% | +19.9% | -14.8% | +3.5% |
| 30D | +7.6% | +3.6% | +4.0% | +6.8% |
| 3M | -9.3% | -20.6% | +11.3% | -8.4% |
| 6M | +11.5% | +35.1% | -23.5% | +5.4% |
| YTD | +7.9% | +69.1% | -61.3% | -4.8% |
| 1Y | +7.6% | +49.9% | -42.3% | -5.0% |
| All | +7.6% | +46.4% | -38.8% | -5.0% |
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