+21.8%
DHI vs OUST
+645.3%
-623.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -5.9% | -3.1% |
| 7D | -2.0% | +12.7% | -14.8% | -2.6% |
| 30D | -8.3% | -13.6% | +5.3% | -7.8% |
| 3M | -3.7% | -8.3% | +4.6% | -4.4% |
| 6M | -5.4% | +85.0% | -90.3% | -10.5% |
| YTD | -3.0% | +73.2% | -76.2% | -8.1% |
| 1Y | -23.8% | +32.5% | -56.3% | -27.3% |
| 3Y | +21.8% | +643.8% | -622.1% | -9.4% |
| All | +21.8% | +645.3% | -623.5% | -9.4% |
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