+58.9%
DBX vs OUST
-60.6%
+119.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.5% |
| 7D | -7.3% | +31.9% | -39.2% | -9.5% |
| 30D | -5.7% | -4.2% | -1.5% | -5.9% |
| 3M | -6.3% | -9.3% | +2.9% | -6.6% |
| 6M | +12.1% | +51.7% | -39.6% | +3.9% |
| YTD | +16.5% | +76.6% | -60.1% | +5.2% |
| 1Y | +6.1% | +48.9% | -42.8% | -3.0% |
| 3Y | +21.8% | +675.3% | -653.5% | -15.6% |
| 5Y | +19.1% | -44.0% | +63.2% | +4.5% |
| All | +58.9% | -60.6% | +119.5% | +39.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling