+620.7%
GEV vs OUST
+570.9%
+49.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | +3.3% | +5.2% | -1.9% | +2.4% |
| 30D | -7.5% | -19.3% | +11.8% | -4.2% |
| 3M | -2.2% | -22.6% | +20.5% | -0.2% |
| 6M | +12.1% | +62.8% | -50.7% | -0.1% |
| YTD | +44.4% | +68.3% | -24.0% | +26.5% |
| 1Y | +57.7% | +28.5% | +29.1% | +41.7% |
| All | +620.7% | +570.9% | +49.8% | +382.5% |
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