+31.7%
DG vs OUST
+46.4%
-14.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.2% | -2.1% |
| 7D | -2.5% | +19.9% | -22.4% | -2.3% |
| 30D | +7.7% | +3.6% | +4.1% | +7.8% |
| 3M | +13.1% | -20.6% | +33.8% | +13.2% |
| 6M | +32.0% | +35.1% | -3.0% | +27.7% |
| YTD | +3.3% | +69.1% | -65.8% | -4.2% |
| 1Y | +31.7% | +49.9% | -18.3% | +24.2% |
| All | +31.7% | +46.4% | -14.7% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling