-3.4%
DDOG vs OUST
+46.4%
-49.8%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.3% | +0.4% |
| 7D | +5.6% | +19.9% | -14.3% | +3.7% |
| 30D | -34.9% | +3.6% | -38.5% | -35.3% |
| 3M | -23.4% | -20.6% | -2.8% | -22.6% |
| 6M | -7.7% | +35.1% | -42.8% | -10.1% |
| YTD | +35.6% | +69.1% | -33.5% | +18.2% |
| 1Y | -3.4% | +49.9% | -53.3% | -14.2% |
| All | -3.4% | +46.4% | -49.8% | -14.2% |
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