+209.5%
DE vs OUST
-65.5%
+275.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.5% | +7.8% | -0.3% |
| 7D | +0.3% | -3.8% | +4.1% | +0.5% |
| 30D | +3.6% | +5.1% | -1.5% | +3.0% |
| 3M | +10.2% | -25.8% | +36.1% | +11.4% |
| 6M | +16.6% | -2.0% | +18.6% | +14.7% |
| YTD | +45.8% | +54.7% | -8.9% | +38.7% |
| 1Y | +43.9% | +48.8% | -4.9% | +36.9% |
| 3Y | +89.6% | +607.8% | -518.2% | +56.1% |
| 5Y | +100.3% | -52.7% | +153.0% | +84.2% |
| All | +209.5% | -65.5% | +275.0% | +182.9% |
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 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