+208.6%
DE vs OUST
-64.1%
+272.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +14.0% | -12.7% | +0.5% |
| 7D | -0.6% | +17.0% | -17.6% | -1.5% |
| 30D | +2.3% | -16.5% | +18.7% | +2.9% |
| 3M | +9.5% | -23.7% | +33.2% | +10.5% |
| 6M | +14.1% | +18.4% | -4.3% | +10.9% |
| YTD | +45.4% | +60.8% | -15.4% | +38.1% |
| 1Y | +42.9% | +44.2% | -1.3% | +36.2% |
| 3Y | +84.8% | +668.1% | -583.3% | +51.4% |
| 5Y | +101.8% | -48.8% | +150.6% | +84.6% |
| All | +208.6% | -64.1% | +272.8% | +181.6% |
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