+7.4%
DASH vs OUST
-56.2%
+63.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.3% | -4.9% |
| 7D | -10.6% | +5.2% | -15.8% | -11.3% |
| 30D | +2.2% | -19.3% | +21.4% | +5.1% |
| 3M | +32.3% | -22.6% | +54.9% | +32.6% |
| 6M | +19.1% | +62.8% | -43.7% | +1.8% |
| YTD | -6.5% | +68.3% | -74.9% | -21.3% |
| 1Y | -14.9% | +28.5% | -43.4% | -26.3% |
| 3Y | +151.9% | +554.0% | -402.1% | +26.7% |
| All | +7.4% | -56.2% | +63.6% | +11.9% |
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