+15.8%
DE vs OUST
+38.1%
-22.3%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.4% | -1.8% |
| 7D | +2.3% | +19.9% | -17.6% | +2.0% |
| 30D | +4.4% | +3.6% | +0.8% | +4.2% |
| 3M | +9.8% | -20.6% | +30.4% | +10.1% |
| 6M | +15.8% | +35.1% | -19.3% | +20.1% |
| All | +15.8% | +38.1% | -22.3% | +20.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling