+510.2%
GEV vs OUST
+603.9%
-93.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.7% |
| 7D | -13.2% | +31.9% | -45.1% | -17.7% |
| 30D | -20.6% | -4.2% | -16.4% | -20.6% |
| 3M | -19.5% | -9.3% | -10.2% | -19.1% |
| 6M | -23.3% | +51.7% | -75.0% | -31.1% |
| YTD | +22.2% | +76.6% | -54.4% | +5.2% |
| 1Y | +37.8% | +48.9% | -11.1% | +21.5% |
| All | +510.2% | +603.9% | -93.7% | +301.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling