-11.6%
DHR vs OUST
-49.1%
+37.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +14.0% | -12.3% | +1.0% |
| 7D | -0.9% | +17.0% | -17.8% | -1.8% |
| 30D | +5.4% | -16.5% | +21.9% | +6.1% |
| 3M | +15.3% | -23.7% | +39.0% | +16.3% |
| 6M | +32.1% | +18.4% | +13.8% | +27.0% |
| YTD | +1.2% | +60.8% | -59.6% | -5.4% |
| 1Y | +10.1% | +44.2% | -34.1% | +3.4% |
| 3Y | +19.9% | +668.1% | -648.3% | -7.1% |
| All | -11.6% | -49.1% | +37.5% | -20.2% |
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