+4.8%
DASH vs OUST
-65.9%
+70.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +15.7% | -7.4% | +5.9% |
| 7D | +17.2% | -0.2% | +17.4% | +16.9% |
| 30D | +3.6% | -24.0% | +27.5% | +7.4% |
| 3M | -1.9% | -29.9% | +28.0% | +2.3% |
| 6M | +15.1% | +19.1% | -4.1% | +4.1% |
| YTD | -12.3% | +55.0% | -67.3% | -25.6% |
| 1Y | -17.2% | +21.2% | -38.4% | -26.9% |
| 3Y | +114.7% | +626.0% | -511.3% | +8.1% |
| 5Y | -4.3% | -51.6% | +47.3% | -18.9% |
| All | +4.8% | -65.9% | +70.7% | -4.7% |
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