+14.4%
GME vs OUST
+11.1%
+3.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +15.7% | -12.2% | +3.2% |
| 7D | +7.8% | -0.2% | +8.0% | +7.7% |
| 30D | -0.4% | -24.0% | +23.6% | 0.0% |
| 3M | +30.9% | -29.9% | +60.8% | +31.5% |
| 6M | +5.5% | +19.1% | -13.7% | +2.8% |
| YTD | +25.2% | +55.0% | -29.8% | +18.4% |
| 1Y | +14.4% | +21.2% | -6.8% | +12.5% |
| All | +14.4% | +11.1% | +3.3% | +12.5% |
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 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