+125.6%
DGX vs OUST
-61.4%
+186.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -0.7% |
| 7D | -0.3% | +12.7% | -13.0% | -0.5% |
| 30D | -1.2% | -13.6% | +12.4% | -1.0% |
| 3M | +19.9% | -8.3% | +28.2% | +19.7% |
| 6M | +19.2% | +85.0% | -65.7% | +17.1% |
| YTD | +37.5% | +73.2% | -35.8% | +35.0% |
| 1Y | +31.3% | +32.5% | -1.2% | +29.3% |
| 3Y | +96.6% | +643.8% | -547.2% | +82.2% |
| 5Y | +64.3% | -52.1% | +116.4% | +50.7% |
| All | +125.6% | -61.4% | +186.9% | +103.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling