+217.9%
DE vs OUST
-62.4%
+280.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | +10.0% | +5.2% | +4.8% | +9.7% |
| 30D | +13.3% | -19.3% | +32.6% | +14.4% |
| 3M | +17.5% | -22.6% | +40.1% | +17.9% |
| 6M | +13.6% | +62.8% | -49.2% | +8.5% |
| YTD | +49.8% | +68.3% | -18.6% | +42.4% |
| 1Y | +47.9% | +28.5% | +19.3% | +41.6% |
| 3Y | +72.5% | +554.0% | -481.5% | +42.8% |
| 5Y | +90.2% | -56.2% | +146.4% | +76.0% |
| All | +217.9% | -62.4% | +280.4% | +190.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling