+145.8%
DGX vs OUST
-64.1%
+209.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +14.0% | -13.7% | +0.2% |
| 7D | +1.5% | +17.0% | -15.5% | +1.3% |
| 30D | +12.6% | -16.5% | +29.1% | +12.8% |
| 3M | +7.6% | -23.7% | +31.2% | +7.8% |
| 6M | +36.2% | +18.4% | +17.8% | +34.8% |
| YTD | +49.8% | +60.8% | -11.0% | +47.1% |
| 1Y | +47.3% | +44.2% | +3.1% | +44.8% |
| 3Y | +102.1% | +668.1% | -566.0% | +87.0% |
| 5Y | +100.3% | -48.8% | +149.1% | +84.1% |
| All | +145.8% | -64.1% | +209.9% | +121.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling