+109.6%
DECK vs OUST
-68.5%
+178.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.0% | +7.5% | -0.8% |
| 7D | +6.0% | -5.0% | +11.1% | +6.3% |
| 30D | +7.4% | -32.0% | +39.5% | +10.3% |
| 3M | -11.7% | -32.4% | +20.7% | -9.6% |
| 6M | -11.0% | +6.7% | -17.7% | -14.7% |
| YTD | -15.4% | +41.0% | -56.4% | -21.8% |
| 1Y | +7.2% | +18.0% | -10.7% | +0.5% |
| 3Y | -11.8% | +560.6% | -572.4% | -37.9% |
| 5Y | +24.3% | -55.1% | +79.5% | +14.7% |
| All | +109.6% | -68.5% | +178.1% | +108.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling