+70.0%
DBX vs OUST
-64.1%
+134.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +14.0% | -17.1% | -4.1% |
| 7D | -4.4% | +17.0% | -21.4% | -5.7% |
| 30D | +4.8% | -16.5% | +21.3% | +5.7% |
| 3M | +0.3% | -23.7% | +24.0% | +1.5% |
| 6M | +40.4% | +18.4% | +22.0% | +32.8% |
| YTD | +24.7% | +60.8% | -36.1% | +13.4% |
| 1Y | +20.9% | +44.2% | -23.3% | +10.8% |
| 3Y | +34.5% | +668.1% | -633.6% | -7.2% |
| 5Y | +24.6% | -48.8% | +73.5% | +10.2% |
| All | +70.0% | -64.1% | +134.1% | +50.6% |
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