-100.0%
DFNS vs OUST
-64.1%
-35.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +14.0% | -26.2% | -16.9% |
| 7D | -44.0% | +17.0% | -61.0% | -48.0% |
| 30D | -69.1% | -16.5% | -52.6% | -68.2% |
| 3M | -95.6% | -23.7% | -72.0% | -95.3% |
| 6M | -96.2% | +18.4% | -114.5% | -96.8% |
| YTD | -99.6% | +60.8% | -160.4% | -99.7% |
| 1Y | -99.7% | +44.2% | -143.9% | -99.8% |
| 3Y | -100.0% | +668.1% | -768.1% | -100.0% |
| 5Y | -100.0% | -48.8% | -51.1% | -100.0% |
| All | -100.0% | -64.1% | -35.8% | -100.0% |
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