+43.3%
DGX vs OUST
+42.6%
+0.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.8% | -9.3% | +1.8% |
| 7D | +3.5% | +36.7% | -33.1% | +4.3% |
| 30D | +12.4% | -3.3% | +15.8% | +12.3% |
| 3M | +9.3% | -11.1% | +20.5% | +9.1% |
| 6M | +39.7% | +53.1% | -13.4% | +42.3% |
| YTD | +52.2% | +78.2% | -26.1% | +57.4% |
| All | +43.3% | +42.6% | +0.7% | +48.2% |
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