+95.0%
DGX vs OUST
-53.0%
+148.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.5% | +8.5% | +0.1% |
| 7D | +1.6% | -3.8% | +5.3% | +1.6% |
| 30D | +11.2% | +5.1% | +6.2% | +11.0% |
| 3M | +10.4% | -25.8% | +36.2% | +10.8% |
| 6M | +37.1% | -2.0% | +39.1% | +35.9% |
| YTD | +52.1% | +54.7% | -2.6% | +48.5% |
| 1Y | +40.7% | +48.8% | -8.1% | +37.4% |
| 3Y | +107.6% | +607.8% | -500.2% | +85.9% |
| All | +95.0% | -53.0% | +148.1% | +91.5% |
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