+204.8%
DE vs OUST
-68.5%
+273.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.0% | +7.1% | -1.5% |
| 7D | +0.5% | -5.0% | +5.5% | +0.7% |
| 30D | -2.9% | -32.0% | +29.2% | -1.1% |
| 3M | +8.6% | -32.4% | +41.0% | +10.3% |
| 6M | +15.8% | +6.7% | +9.1% | +13.1% |
| YTD | +43.6% | +41.0% | +2.6% | +37.3% |
| 1Y | +41.6% | +18.0% | +23.7% | +36.5% |
| 3Y | +80.7% | +560.6% | -480.0% | +49.2% |
| 5Y | +99.3% | -55.1% | +154.4% | +83.6% |
| All | +204.8% | -68.5% | +273.3% | +180.1% |
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 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