+24.4%
DHI vs OUST
+692.9%
-668.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -6.1% | +14.0% | -20.0% | -6.6% |
| 30D | +9.8% | +2.5% | +7.3% | +9.5% |
| 3M | -2.2% | -15.3% | +13.1% | -1.9% |
| 6M | +2.0% | +42.6% | -40.6% | -1.4% |
| YTD | +3.3% | +76.6% | -73.3% | -1.8% |
| 1Y | +1.5% | +54.1% | -52.5% | -3.0% |
| All | +24.4% | +692.9% | -668.6% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling