+56.2%
DDOG vs OUST
-68.5%
+124.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -9.0% | +1.5% | -6.1% |
| 7D | -34.3% | -5.0% | -29.3% | -34.1% |
| 30D | -37.2% | -32.0% | -5.2% | -33.7% |
| 3M | -38.3% | -32.4% | -6.0% | -35.3% |
| 6M | +19.8% | +6.7% | +13.1% | +11.4% |
| YTD | +28.4% | +41.0% | -12.6% | +12.0% |
| 1Y | +12.7% | +18.0% | -5.3% | +0.6% |
| 3Y | +112.8% | +560.6% | -447.8% | +10.1% |
| 5Y | -5.9% | -55.1% | +49.2% | -21.0% |
| All | +56.2% | -68.5% | +124.7% | +33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling