+100.2%
DAL vs OUST
-56.4%
+156.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.0% | +4.7% | -3.2% |
| 7D | +4.6% | -5.0% | +9.6% | +5.1% |
| 30D | +2.3% | -32.0% | +34.4% | +6.8% |
| 3M | -8.1% | -32.4% | +24.3% | -4.4% |
| 6M | +21.4% | +6.7% | +14.7% | +15.4% |
| YTD | +24.3% | +41.0% | -16.7% | +12.8% |
| 1Y | +47.4% | +18.0% | +29.4% | +36.2% |
| 3Y | +164.6% | +560.6% | -396.0% | +76.8% |
| 5Y | +100.2% | -55.1% | +155.3% | +70.4% |
| All | +100.2% | -56.4% | +156.6% | +70.4% |
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