+101.5%
GME vs OUST
+794.9%
-693.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.8% | -9.0% | +1.0% |
| 7D | +5.8% | +36.7% | -30.9% | +3.1% |
| 30D | -3.7% | -3.3% | -0.3% | -3.8% |
| 3M | +33.6% | -11.1% | +44.7% | +33.7% |
| 6M | +5.4% | +53.1% | -47.7% | -2.3% |
| YTD | +27.4% | +78.2% | -50.8% | +15.0% |
| 1Y | +19.0% | +50.0% | -31.0% | +8.9% |
| 3Y | +101.5% | +836.2% | -734.7% | +40.8% |
| All | +101.5% | +794.9% | -693.4% | +40.8% |
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 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