+46.6%
DG vs OUST
+16.3%
+30.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.0% | +6.4% | -2.6% |
| 7D | +6.1% | -5.0% | +11.1% | +6.0% |
| 30D | +11.9% | -32.0% | +44.0% | +11.8% |
| 3M | +9.3% | -32.4% | +41.6% | +9.2% |
| 6M | +19.1% | +6.7% | +12.4% | +15.4% |
| YTD | +5.9% | +41.0% | -35.1% | -1.8% |
| All | +46.6% | +16.3% | +30.3% | +37.7% |
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