+107.4%
DE vs OUST
-45.2%
+152.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.3% | +14.0% | -11.7% | +1.5% |
| 30D | +9.3% | +2.5% | +6.8% | +8.9% |
| 3M | +12.2% | -15.3% | +27.5% | +12.6% |
| 6M | +18.1% | +42.6% | -24.5% | +13.9% |
| YTD | +49.8% | +76.6% | -26.9% | +41.8% |
| 1Y | +46.4% | +54.1% | -7.7% | +39.4% |
| 3Y | +92.5% | +675.3% | -582.7% | +59.2% |
| 5Y | +107.4% | -45.1% | +152.5% | +81.7% |
| All | +107.4% | -45.2% | +152.6% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling