+24.0%
DBX vs OUST
+594.6%
-570.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.5% | +8.6% | +0.4% |
| 7D | -3.3% | -3.8% | +0.5% | -3.2% |
| 30D | -5.9% | +5.1% | -10.9% | -6.3% |
| 3M | -6.7% | -25.8% | +19.1% | -6.0% |
| 6M | +28.0% | -2.0% | +30.0% | +25.1% |
| YTD | +20.6% | +54.7% | -34.1% | +13.1% |
| 1Y | +10.3% | +48.8% | -38.5% | +3.4% |
| 3Y | +24.0% | +607.8% | -583.8% | -4.6% |
| All | +24.0% | +594.6% | -570.6% | -4.6% |
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 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