+62.6%
DBX vs OUST
-60.6%
+123.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | -8.1% | +14.0% | -22.1% | -9.2% |
| 30D | -4.9% | +2.5% | -7.5% | -5.5% |
| 3M | -2.7% | -15.3% | +12.6% | -2.4% |
| 6M | +25.2% | +42.6% | -17.4% | +16.8% |
| YTD | +19.3% | +76.6% | -57.3% | +7.7% |
| 1Y | +6.6% | +54.1% | -47.4% | -2.8% |
| 3Y | +24.6% | +675.3% | -650.6% | -13.6% |
| 5Y | +23.5% | -45.1% | +68.6% | +8.6% |
| All | +62.6% | -60.6% | +123.2% | +42.9% |
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 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