+19.9%
DHR vs OUST
+626.4%
-606.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +14.0% | -12.3% | +1.2% |
| 7D | -0.9% | +17.0% | -17.8% | -1.4% |
| 30D | +5.4% | -16.5% | +21.9% | +5.8% |
| 3M | +15.3% | -23.7% | +39.0% | +15.9% |
| 6M | +32.1% | +18.4% | +13.8% | +27.9% |
| YTD | +1.2% | +60.8% | -59.6% | -4.3% |
| 1Y | +10.1% | +44.2% | -34.1% | +4.5% |
| 3Y | +19.9% | +668.1% | -648.3% | +2.0% |
| All | +19.9% | +626.4% | -606.6% | +2.0% |
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