+10.4%
DBX vs OUST
-56.2%
+66.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.6% |
| 7D | -2.4% | +5.2% | -7.7% | -2.8% |
| 30D | -0.5% | -19.3% | +18.8% | +0.9% |
| 3M | +28.1% | -22.6% | +50.7% | +28.2% |
| 6M | +33.1% | +62.8% | -29.7% | +22.3% |
| YTD | +25.3% | +68.3% | -43.1% | +14.2% |
| 1Y | +18.3% | +28.5% | -10.2% | +9.0% |
| 3Y | +25.0% | +554.0% | -529.0% | -13.1% |
| All | +10.4% | -56.2% | +66.6% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling