+38.8%
DBX vs OUST
+537.2%
-498.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.0% | +8.1% | -0.6% |
| 7D | -1.5% | -5.0% | +3.6% | -1.4% |
| 30D | +6.0% | -32.0% | +38.1% | +7.4% |
| 3M | +2.2% | -32.4% | +34.5% | +3.3% |
| 6M | +40.7% | +6.7% | +34.0% | +36.2% |
| YTD | +28.6% | +41.0% | -12.4% | +21.2% |
| 1Y | +22.8% | +18.0% | +4.8% | +16.8% |
| All | +38.8% | +537.2% | -498.4% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling