+18.3%
GME vs OUST
+41.3%
-23.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.6% |
| 7D | +4.8% | +31.9% | -27.1% | +3.9% |
| 30D | -4.3% | -4.2% | 0.0% | -4.5% |
| 3M | +35.3% | -9.3% | +44.6% | +35.0% |
| 6M | +4.7% | +51.7% | -46.9% | +0.9% |
| YTD | +26.6% | +76.6% | -50.0% | +19.8% |
| 1Y | +18.3% | +48.9% | -30.6% | +13.8% |
| All | +18.3% | +41.3% | -23.0% | +13.8% |
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