+37.1%
GEN vs OUST
-56.4%
+93.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.0% | +8.1% | -0.4% |
| 7D | +8.5% | -5.0% | +13.6% | +8.7% |
| 30D | +34.2% | -32.0% | +66.3% | +36.8% |
| 3M | +10.0% | -32.4% | +42.3% | +11.7% |
| 6M | +56.8% | +6.7% | +50.1% | +51.4% |
| YTD | +14.2% | +41.0% | -26.8% | +7.5% |
| 1Y | +20.8% | +18.0% | +2.8% | +14.7% |
| 3Y | +84.1% | +560.6% | -476.5% | +48.4% |
| 5Y | +37.1% | -55.1% | +92.2% | +27.0% |
| All | +37.1% | -56.4% | +93.5% | +27.0% |
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 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