+55.0%
DDOG vs OUST
-56.2%
+111.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.5% | -1.1% |
| 7D | -10.1% | +5.2% | -15.4% | -10.9% |
| 30D | -24.8% | -19.3% | -5.5% | -22.6% |
| 3M | -12.6% | -22.6% | +10.0% | -11.9% |
| 6M | +79.9% | +62.8% | +17.2% | +55.7% |
| YTD | +56.6% | +68.3% | -11.8% | +33.6% |
| 1Y | +61.6% | +28.5% | +33.0% | +40.9% |
| 3Y | +117.9% | +554.0% | -436.2% | +11.2% |
| All | +55.0% | -56.2% | +111.2% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling