-17.2%
DASH vs OUST
+11.1%
-28.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +15.7% | -7.4% | +7.1% |
| 7D | +17.2% | -0.2% | +17.4% | +17.0% |
| 30D | +3.6% | -24.0% | +27.5% | +5.3% |
| 3M | -1.9% | -29.9% | +28.0% | +0.2% |
| 6M | +15.1% | +19.1% | -4.1% | +7.2% |
| YTD | -12.3% | +55.0% | -67.3% | -25.4% |
| 1Y | -17.2% | +21.2% | -38.4% | -24.3% |
| All | -17.2% | +11.1% | -28.3% | -24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling