-34.6%
DG vs OUST
-56.2%
+21.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.4% |
| 7D | +8.4% | +5.2% | +3.2% | +8.3% |
| 30D | +4.9% | -19.3% | +24.2% | +5.4% |
| 3M | +29.3% | -22.6% | +52.0% | +29.3% |
| 6M | -11.3% | +62.8% | -74.0% | -13.7% |
| YTD | +1.8% | +68.3% | -66.6% | -1.3% |
| 1Y | +25.3% | +28.5% | -3.2% | +22.1% |
| 3Y | +9.1% | +554.0% | -545.0% | -2.5% |
| All | -34.6% | -56.2% | +21.6% | -36.7% |
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 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