+217.6%
DE vs OUST
-60.2%
+277.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.8% | -7.9% | +2.4% |
| 7D | +3.5% | +36.7% | -33.1% | +1.8% |
| 30D | +11.3% | -3.3% | +14.7% | +11.2% |
| 3M | +11.6% | -11.1% | +22.7% | +11.7% |
| 6M | +20.9% | +53.1% | -32.2% | +15.9% |
| YTD | +49.7% | +78.2% | -28.6% | +41.3% |
| 1Y | +49.5% | +50.0% | -0.6% | +42.2% |
| 3Y | +94.7% | +836.2% | -741.5% | +57.8% |
| 5Y | +107.4% | -50.0% | +157.3% | +90.3% |
| All | +217.6% | -60.2% | +277.9% | +188.3% |
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