-1.8%
DECK vs OUST
+554.0%
-555.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.5% |
| 7D | -2.2% | +5.2% | -7.5% | -2.5% |
| 30D | -13.6% | -19.3% | +5.7% | -12.8% |
| 3M | -21.2% | -22.6% | +1.4% | -21.3% |
| 6M | -21.1% | +62.8% | -83.9% | -25.3% |
| YTD | -17.2% | +68.3% | -85.6% | -22.2% |
| 1Y | -30.7% | +28.5% | -59.3% | -34.5% |
| All | -1.8% | +554.0% | -555.8% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling