+411.8%
GE vs OUST
-53.0%
+464.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.5% | +8.8% | +1.0% |
| 7D | +2.7% | -3.8% | +6.4% | +2.9% |
| 30D | +8.1% | +5.1% | +3.0% | +7.2% |
| 3M | -7.9% | -25.8% | +18.0% | -6.2% |
| 6M | +12.9% | -2.0% | +14.9% | +10.1% |
| YTD | +8.2% | +54.7% | -46.5% | -0.1% |
| 1Y | +9.7% | +48.8% | -39.1% | +1.5% |
| 3Y | +266.1% | +607.8% | -341.7% | +173.6% |
| All | +411.8% | -53.0% | +464.8% | +351.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling