+629.2%
OUST vs GWRE
+51.5%
+577.7%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.0% | +1.7% | -2.7% |
| 7D | +4.0% | -26.2% | +30.3% | +7.5% |
| 30D | -14.0% | -17.8% | +3.8% | -12.8% |
| 3M | -5.9% | +14.2% | -20.2% | -12.2% |
| 6M | +76.4% | -12.9% | +89.2% | +76.9% |
| YTD | +67.5% | -29.2% | +96.7% | +80.0% |
| 1Y | +27.1% | -44.4% | +71.5% | +51.0% |
| All | +629.2% | +51.5% | +577.7% | +278.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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