-32.0%
DG vs OUST
-60.2%
+28.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.8% | -8.7% | +2.0% |
| 7D | +0.7% | +36.7% | -36.0% | 0.0% |
| 30D | +7.4% | -3.3% | +10.8% | +7.4% |
| 3M | +8.5% | -11.1% | +19.6% | +8.6% |
| 6M | +21.9% | +53.1% | -31.2% | +19.0% |
| YTD | +4.9% | +78.2% | -73.3% | +1.6% |
| 1Y | +40.4% | +50.0% | -9.6% | +36.5% |
| 3Y | +23.5% | +836.2% | -812.7% | +10.1% |
| 5Y | -32.3% | -50.0% | +17.7% | -35.8% |
| All | -32.0% | -60.2% | +28.2% | -35.1% |
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