+66.9%
GEN vs OUST
-65.4%
+132.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +15.7% | -11.8% | +3.1% |
| 7D | +26.9% | -0.2% | +27.1% | +26.7% |
| 30D | +38.6% | -24.0% | +62.6% | +40.3% |
| 3M | +9.7% | -29.9% | +39.6% | +11.2% |
| 6M | +58.9% | +19.1% | +39.8% | +53.0% |
| YTD | +15.3% | +55.0% | -39.7% | +8.5% |
| 1Y | +21.8% | +21.2% | +0.6% | +16.1% |
| 3Y | +85.8% | +626.0% | -540.2% | +52.2% |
| 5Y | +37.4% | -51.6% | +89.0% | +21.9% |
| All | +66.9% | -65.4% | +132.3% | +54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling