+89.2%
DHI vs OUST
-62.6%
+151.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.7% | +0.5% |
| 7D | -2.3% | +4.0% | -6.4% | -2.6% |
| 30D | -5.3% | -14.0% | +8.7% | -4.4% |
| 3M | -7.8% | -5.9% | -1.8% | -8.9% |
| 6M | -5.4% | +76.4% | -81.7% | -12.0% |
| YTD | -2.7% | +67.5% | -70.2% | -9.6% |
| 1Y | -21.0% | +27.1% | -48.1% | -25.8% |
| 3Y | +22.2% | +619.0% | -596.9% | -10.2% |
| 5Y | +62.2% | -54.9% | +117.1% | +42.2% |
| All | +89.2% | -62.6% | +151.8% | +62.8% |
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