+182.6%
DAL vs OUST
-65.4%
+248.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +15.7% | -8.6% | +5.4% |
| 7D | +11.1% | -0.2% | +11.3% | +11.0% |
| 30D | +7.7% | -24.0% | +31.7% | +10.7% |
| 3M | -3.5% | -29.9% | +26.4% | -0.4% |
| 6M | +31.3% | +19.1% | +12.2% | +23.9% |
| YTD | +30.0% | +55.0% | -25.0% | +17.7% |
| 1Y | +62.1% | +21.2% | +40.9% | +50.3% |
| 3Y | +176.6% | +626.0% | -449.3% | +91.4% |
| 5Y | +126.2% | -51.6% | +177.8% | +86.2% |
| All | +182.6% | -65.4% | +248.0% | +141.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling