-30.7%
DECK vs OUST
+33.5%
-64.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.5% |
| 7D | -2.2% | +5.2% | -7.5% | -2.2% |
| 30D | -13.6% | -19.3% | +5.7% | -13.6% |
| 3M | -21.2% | -22.6% | +1.4% | -21.4% |
| 6M | -21.1% | +62.8% | -83.9% | -23.1% |
| YTD | -17.2% | +68.3% | -85.6% | -19.6% |
| 1Y | -30.7% | +28.5% | -59.3% | -34.5% |
| All | -30.7% | +33.5% | -64.2% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling