-14.3%
GME vs OUST
+33.5%
-47.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -0.4% |
| 7D | +7.2% | +5.2% | +2.0% | +7.0% |
| 30D | +0.8% | -19.3% | +20.0% | +1.4% |
| 3M | -14.0% | -22.6% | +8.7% | -13.8% |
| 6M | -19.7% | +62.8% | -82.5% | -23.6% |
| YTD | -4.6% | +68.3% | -72.9% | -9.7% |
| 1Y | -14.3% | +28.5% | -42.9% | -17.2% |
| All | -14.3% | +33.5% | -47.8% | -17.2% |
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 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