-99.9%
DFNS vs OUST
-62.4%
-37.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | 0.0% |
| 7D | -16.0% | +5.2% | -21.2% | -17.4% |
| 30D | -77.7% | -19.3% | -58.4% | -75.5% |
| 3M | -77.2% | -22.6% | -54.5% | -76.6% |
| 6M | -95.2% | +62.8% | -158.0% | -96.3% |
| YTD | -98.0% | +68.3% | -166.3% | -98.4% |
| 1Y | -98.3% | +28.5% | -126.8% | -98.6% |
| 3Y | -99.9% | +554.0% | -653.9% | -99.9% |
| 5Y | -99.9% | -56.2% | -43.6% | -99.9% |
| All | -99.9% | -62.4% | -37.4% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling