+26.1%
DECK vs OUST
-56.2%
+82.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.4% |
| 7D | -2.2% | +5.2% | -7.5% | -2.6% |
| 30D | -13.6% | -19.3% | +5.7% | -12.4% |
| 3M | -21.2% | -22.6% | +1.4% | -21.3% |
| 6M | -21.1% | +62.8% | -83.9% | -27.0% |
| YTD | -17.2% | +68.3% | -85.6% | -24.2% |
| 1Y | -30.7% | +28.5% | -59.3% | -35.9% |
| 3Y | -3.4% | +554.0% | -557.4% | -31.9% |
| All | +26.1% | -56.2% | +82.3% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling