+39.4%
DG vs OUST
+41.3%
-1.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.5% |
| 7D | +5.2% | +31.9% | -26.7% | +5.5% |
| 30D | +7.9% | -4.2% | +12.1% | +8.0% |
| 3M | +12.7% | -9.3% | +22.0% | +12.9% |
| 6M | +22.4% | +51.7% | -29.2% | +18.0% |
| YTD | +5.4% | +76.6% | -71.2% | -1.7% |
| 1Y | +39.4% | +48.9% | -9.5% | +33.7% |
| All | +39.4% | +41.3% | -1.9% | +33.7% |
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