+59.6%
DDOG vs OUST
-60.6%
+120.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -19.1% | +31.9% | -51.0% | -23.1% |
| 30D | -39.2% | -4.2% | -35.0% | -39.2% |
| 3M | -31.6% | -9.3% | -22.3% | -31.4% |
| 6M | -10.9% | +51.7% | -62.5% | -21.0% |
| YTD | +31.2% | +76.6% | -45.4% | +10.2% |
| 1Y | -10.7% | +48.9% | -59.6% | -23.0% |
| 3Y | +72.1% | +675.3% | -603.1% | -12.5% |
| 5Y | -5.5% | -44.0% | +38.5% | -23.6% |
| All | +59.6% | -60.6% | +120.2% | +31.8% |
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