+10.1%
DHR vs OUST
+32.6%
-22.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +14.0% | -12.3% | +1.8% |
| 7D | -0.9% | +17.0% | -17.8% | -0.7% |
| 30D | +5.4% | -16.5% | +21.9% | +4.9% |
| 3M | +15.3% | -23.7% | +39.0% | +14.6% |
| 6M | +32.1% | +18.4% | +13.8% | +28.4% |
| YTD | +1.2% | +60.8% | -59.6% | -3.9% |
| 1Y | +10.1% | +44.2% | -34.1% | +5.4% |
| All | +10.1% | +32.6% | -22.5% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling