+46.0%
DGX vs OUST
+11.1%
+35.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +15.7% | -12.2% | +3.8% |
| 7D | +4.1% | -0.2% | +4.3% | +4.0% |
| 30D | +10.5% | -24.0% | +34.5% | +9.8% |
| 3M | +9.8% | -29.9% | +39.7% | +8.9% |
| 6M | +34.6% | +19.1% | +15.4% | +35.9% |
| YTD | +49.8% | +55.0% | -5.2% | +53.6% |
| 1Y | +46.0% | +21.2% | +24.9% | +50.7% |
| All | +46.0% | +11.1% | +35.0% | +50.7% |
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