+84.8%
DE vs OUST
+626.4%
-541.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +14.0% | -12.7% | +0.6% |
| 7D | -0.6% | +17.0% | -17.6% | -1.4% |
| 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% | +11.1% |
| YTD | +45.4% | +60.8% | -15.4% | +38.2% |
| 1Y | +42.9% | +44.2% | -1.3% | +36.4% |
| 3Y | +84.8% | +668.1% | -583.3% | +47.0% |
| All | +84.8% | +626.4% | -541.6% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling