+19.7%
DHR vs OUST
-65.5%
+85.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.5% | +8.9% | +0.8% |
| 7D | +1.2% | -3.8% | +5.0% | +1.4% |
| 30D | +3.7% | +5.1% | -1.3% | +3.2% |
| 3M | +14.5% | -25.8% | +40.3% | +15.5% |
| 6M | +40.9% | -2.0% | +42.9% | +37.9% |
| YTD | +2.4% | +54.7% | -52.3% | -3.5% |
| 1Y | +6.1% | +48.8% | -42.7% | +0.1% |
| 3Y | +21.0% | +607.8% | -586.8% | -2.2% |
| 5Y | -11.4% | -52.7% | +41.3% | -22.4% |
| All | +19.7% | -65.5% | +85.1% | +9.6% |
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