+100.8%
DHI vs OUST
-60.6%
+161.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -6.1% | +14.0% | -20.0% | -7.0% |
| 30D | +9.8% | +2.5% | +7.3% | +9.2% |
| 3M | -2.2% | -15.3% | +13.1% | -1.8% |
| 6M | +2.0% | +42.6% | -40.6% | -3.5% |
| YTD | +3.3% | +76.6% | -73.3% | -4.9% |
| 1Y | +1.5% | +54.1% | -52.5% | -5.7% |
| 3Y | +24.0% | +675.3% | -651.2% | -9.5% |
| 5Y | +61.2% | -45.1% | +106.3% | +39.2% |
| All | +100.8% | -60.6% | +161.4% | +71.2% |
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 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