+25.4%
GEN vs OUST
-56.2%
+81.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.8% | -2.3% |
| 7D | -1.2% | +5.2% | -6.4% | -1.5% |
| 30D | +10.1% | -19.3% | +29.4% | +11.4% |
| 3M | +16.1% | -22.6% | +38.7% | +16.2% |
| 6M | +38.9% | +62.8% | -23.9% | +30.8% |
| YTD | +14.4% | +68.3% | -53.9% | +7.2% |
| 1Y | +5.9% | +28.5% | -22.7% | 0.0% |
| 3Y | +58.8% | +554.0% | -495.3% | +28.4% |
| All | +25.4% | -56.2% | +81.6% | +15.9% |
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