+60.2%
DDOG vs OUST
-64.1%
+124.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +14.0% | -11.5% | +0.3% |
| 7D | -23.9% | +17.0% | -40.9% | -26.2% |
| 30D | -34.0% | -16.5% | -17.5% | -32.6% |
| 3M | -21.9% | -23.7% | +1.7% | -19.6% |
| 6M | +24.6% | +18.4% | +6.2% | +14.0% |
| YTD | +31.7% | +60.8% | -29.1% | +12.4% |
| 1Y | -6.2% | +44.2% | -50.4% | -18.7% |
| 3Y | +125.1% | +668.1% | -543.0% | +13.4% |
| 5Y | -3.5% | -48.8% | +45.3% | -20.8% |
| All | +60.2% | -64.1% | +124.3% | +34.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling