+16.2%
DHR vs OUST
-68.5%
+84.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -9.0% | +5.3% | -3.2% |
| 7D | -4.5% | -5.0% | +0.6% | -4.3% |
| 30D | +5.0% | -32.0% | +37.0% | +6.7% |
| 3M | +13.6% | -32.4% | +45.9% | +15.2% |
| 6M | +30.1% | +6.7% | +23.4% | +26.2% |
| YTD | -0.5% | +41.0% | -41.6% | -5.7% |
| 1Y | +7.4% | +18.0% | -10.5% | +2.7% |
| 3Y | +16.4% | +560.6% | -544.2% | -5.6% |
| 5Y | -10.3% | -55.1% | +44.8% | -21.1% |
| All | +16.2% | -68.5% | +84.8% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling