+211.9%
DE vs OUST
-62.3%
+274.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.4% | -1.7% |
| 7D | +2.3% | +19.9% | -17.6% | +1.3% |
| 30D | +4.4% | +3.6% | +0.8% | +4.0% |
| 3M | +9.8% | -20.6% | +30.4% | +10.6% |
| 6M | +15.8% | +35.1% | -19.3% | +11.8% |
| YTD | +47.0% | +69.1% | -22.2% | +39.2% |
| 1Y | +42.8% | +49.9% | -7.1% | +35.9% |
| 3Y | +88.9% | +642.4% | -553.5% | +55.2% |
| 5Y | +101.9% | -48.3% | +150.2% | +84.8% |
| All | +211.9% | -62.3% | +274.2% | +183.8% |
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