+32.2%
DGX vs OUST
+30.2%
+2.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -0.9% |
| 7D | -2.3% | +5.2% | -7.5% | -2.2% |
| 30D | +0.6% | -19.3% | +19.8% | +0.1% |
| 3M | +21.4% | -22.6% | +44.0% | +21.4% |
| 6M | +14.7% | +62.8% | -48.1% | +15.9% |
| YTD | +38.4% | +68.3% | -29.9% | +40.3% |
| All | +32.2% | +30.2% | +2.0% | +34.3% |
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