+216.0%
DE vs OUST
-60.6%
+276.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.5% |
| 7D | +3.3% | +31.9% | -28.6% | +1.7% |
| 30D | +10.7% | -4.2% | +15.0% | +10.7% |
| 3M | +13.1% | -9.3% | +22.4% | +13.1% |
| 6M | +20.2% | +51.7% | -31.4% | +15.3% |
| YTD | +48.9% | +76.6% | -27.7% | +40.7% |
| 1Y | +46.6% | +48.9% | -2.3% | +39.6% |
| 3Y | +91.4% | +675.3% | -583.9% | +56.9% |
| 5Y | +108.1% | -44.0% | +152.2% | +89.7% |
| All | +216.0% | -60.6% | +276.6% | +186.9% |
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