+118.0%
DD vs OUST
-68.5%
+186.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -9.0% | +5.2% | -3.1% |
| 7D | +3.1% | -5.0% | +8.1% | +3.4% |
| 30D | +8.7% | -32.0% | +40.8% | +11.7% |
| 3M | -1.2% | -32.4% | +31.1% | +1.2% |
| 6M | -1.1% | +6.7% | -7.8% | -4.3% |
| YTD | +21.7% | +41.0% | -19.4% | +14.2% |
| 1Y | +24.0% | +18.0% | +6.1% | +17.7% |
| 3Y | +75.6% | +560.6% | -485.0% | +35.4% |
| 5Y | +58.2% | -55.1% | +113.3% | +36.9% |
| All | +118.0% | -68.5% | +186.5% | +88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling