+16.0%
GEN vs OUST
+40.1%
-24.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -8.5% | +10.9% | +2.5% |
| 7D | +2.0% | -3.8% | +5.8% | +2.1% |
| 30D | +27.7% | +5.1% | +22.7% | +27.5% |
| 3M | +3.3% | -25.8% | +29.1% | +3.9% |
| 6M | +31.8% | -2.0% | +33.8% | +26.8% |
| YTD | +13.5% | +54.7% | -41.2% | +1.1% |
| 1Y | +16.0% | +48.8% | -32.8% | +3.4% |
| All | +16.0% | +40.1% | -24.1% | +3.4% |
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