+24.6%
DBX vs OUST
+11.1%
+13.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +15.7% | -12.5% | +3.4% |
| 7D | -1.1% | -0.2% | -0.9% | -1.2% |
| 30D | +5.0% | -24.0% | +29.0% | +4.6% |
| 3M | +4.6% | -29.9% | +34.5% | +4.4% |
| 6M | +43.9% | +19.1% | +24.8% | +39.7% |
| YTD | +29.9% | +55.0% | -25.1% | +22.0% |
| 1Y | +24.6% | +21.2% | +3.4% | +21.4% |
| All | +24.6% | +11.1% | +13.6% | +21.4% |
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