-3.6%
DDOG vs OUST
-53.0%
+49.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.5% | +8.4% | +1.2% |
| 7D | +2.9% | -3.8% | +6.6% | +3.3% |
| 30D | -31.6% | +5.1% | -36.7% | -32.6% |
| 3M | -27.0% | -25.8% | -1.2% | -24.4% |
| 6M | -10.3% | -2.0% | -8.3% | -14.5% |
| YTD | +35.4% | +54.7% | -19.3% | +15.7% |
| 1Y | -1.0% | +48.8% | -49.8% | -15.1% |
| 3Y | +76.7% | +607.8% | -531.2% | -13.2% |
| All | -3.6% | -53.0% | +49.5% | +28.1% |
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