+19.8%
DDOG vs OUST
+11.1%
+8.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +15.7% | -30.2% | -15.5% |
| 7D | -32.2% | -0.2% | -32.0% | -32.2% |
| 30D | -31.7% | -24.0% | -7.7% | -30.6% |
| 3M | -34.5% | -29.9% | -4.6% | -33.3% |
| 6M | +28.7% | +19.1% | +9.5% | +28.0% |
| YTD | +38.8% | +55.0% | -16.2% | +29.0% |
| 1Y | +19.8% | +21.2% | -1.4% | +10.9% |
| All | +19.8% | +11.1% | +8.8% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling