-54.0%
GME vs OUST
-49.1%
-5.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +14.0% | -10.1% | +1.7% |
| 7D | +3.7% | +17.0% | -13.3% | +0.9% |
| 30D | +2.2% | -16.5% | +18.7% | +4.3% |
| 3M | +30.6% | -23.7% | +54.3% | +34.2% |
| 6M | -0.2% | +18.4% | -18.6% | -10.2% |
| YTD | +25.1% | +60.8% | -35.7% | +4.1% |
| 1Y | +17.7% | +44.2% | -26.5% | -0.8% |
| 3Y | +85.7% | +668.1% | -582.4% | -14.2% |
| All | -54.0% | -49.1% | -5.0% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling