+10.1%
GE vs OUST
+2.5%
+7.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.0% | +4.5% | -3.8% |
| 7D | +0.5% | -5.0% | +5.6% | +0.8% |
| 30D | +1.7% | -32.0% | +33.8% | +4.1% |
| 3M | -17.3% | -32.4% | +15.0% | -15.7% |
| 6M | +10.1% | +6.7% | +3.4% | +9.1% |
| All | +10.1% | +2.5% | +7.6% | +9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling