+153.1%
DAL vs OUST
-62.4%
+215.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.6% |
| 7D | +0.1% | +5.2% | -5.1% | -0.4% |
| 30D | -13.9% | -19.3% | +5.3% | -12.0% |
| 3M | +1.1% | -22.6% | +23.7% | +1.6% |
| 6M | +26.2% | +62.8% | -36.5% | +14.9% |
| YTD | +16.4% | +68.3% | -51.9% | +5.0% |
| 1Y | +33.9% | +28.5% | +5.3% | +23.0% |
| 3Y | +93.4% | +554.0% | -460.7% | +35.5% |
| 5Y | +106.4% | -56.2% | +162.6% | +70.5% |
| All | +153.1% | -62.4% | +215.6% | +115.7% |
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