+59.6%
DHI vs OUST
-52.5%
+112.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -5.9% | -3.2% |
| 7D | -2.0% | +12.7% | -14.8% | -2.9% |
| 30D | -8.3% | -13.6% | +5.3% | -7.5% |
| 3M | -3.7% | -8.3% | +4.6% | -4.8% |
| 6M | -5.4% | +85.0% | -90.3% | -12.7% |
| YTD | -3.0% | +73.2% | -76.2% | -10.5% |
| 1Y | -23.8% | +32.5% | -56.3% | -29.0% |
| 3Y | +21.8% | +643.8% | -622.1% | -13.7% |
| 5Y | +59.6% | -52.1% | +111.7% | +54.9% |
| All | +59.6% | -52.5% | +112.2% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling