-34.0%
DG vs OUST
-49.1%
+15.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +14.0% | -17.1% | -3.4% |
| 7D | +1.1% | +17.0% | -15.9% | +0.7% |
| 30D | +9.5% | -16.5% | +26.0% | +9.8% |
| 3M | +5.5% | -23.7% | +29.1% | +5.9% |
| 6M | +16.1% | +18.4% | -2.3% | +14.0% |
| YTD | +2.7% | +60.8% | -58.1% | -0.5% |
| 1Y | +42.1% | +44.2% | -2.1% | +38.0% |
| 3Y | +19.3% | +668.1% | -648.8% | +5.8% |
| All | -34.0% | -49.1% | +15.1% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling