+102.1%
DASH vs OUST
+537.2%
-435.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -9.0% | -0.4% | -8.6% |
| 7D | +0.5% | -5.0% | +5.6% | +0.9% |
| 30D | -7.1% | -32.0% | +25.0% | -4.2% |
| 3M | -13.2% | -32.4% | +19.2% | -10.8% |
| 6M | +8.3% | +6.7% | +1.6% | +3.6% |
| YTD | -20.6% | +41.0% | -61.6% | -27.0% |
| 1Y | -24.4% | +18.0% | -42.4% | -29.4% |
| All | +102.1% | +537.2% | -435.1% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling