+57.3%
GEV vs OUST
+30.2%
+27.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | +3.3% | +5.2% | -1.9% | +2.3% |
| 30D | -7.5% | -19.3% | +11.8% | -3.8% |
| 3M | -2.2% | -22.6% | +20.5% | 0.0% |
| 6M | +12.1% | +62.8% | -50.7% | -1.4% |
| YTD | +44.4% | +68.3% | -24.0% | +23.5% |
| All | +57.3% | +30.2% | +27.1% | +39.1% |
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 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