+102.8%
DIA vs OUST
-62.3%
+165.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.9% | -0.2% |
| 7D | +1.6% | +19.9% | -18.3% | +0.6% |
| 30D | +1.2% | +3.6% | -2.4% | +0.8% |
| 3M | -2.4% | -20.6% | +18.2% | -1.8% |
| 6M | +5.7% | +35.1% | -29.4% | +2.3% |
| YTD | +9.9% | +69.1% | -59.2% | +4.7% |
| 1Y | +9.8% | +49.9% | -40.1% | +5.0% |
| 3Y | +59.8% | +642.4% | -582.6% | +35.9% |
| 5Y | +57.7% | -48.3% | +106.0% | +42.9% |
| All | +102.8% | -62.3% | +165.0% | +84.3% |
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