-100.0%
DFNS vs OUST
-68.5%
-31.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -9.0% | -10.6% | -16.6% |
| 7D | -37.4% | -5.0% | -32.4% | -37.1% |
| 30D | -65.8% | -32.0% | -33.8% | -61.9% |
| 3M | -95.0% | -32.4% | -62.7% | -94.3% |
| 6M | -95.8% | +6.7% | -102.5% | -96.3% |
| YTD | -99.5% | +41.0% | -140.6% | -99.6% |
| 1Y | -99.7% | +18.0% | -117.7% | -99.8% |
| 3Y | -100.0% | +560.6% | -660.6% | -100.0% |
| 5Y | -100.0% | -55.1% | -44.9% | -100.0% |
| All | -100.0% | -68.5% | -31.4% | -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