+98.8%
DIA vs OUST
-64.1%
+162.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.0% | -14.4% | -1.1% |
| 7D | -0.9% | +17.0% | -17.9% | -1.8% |
| 30D | +0.3% | -16.5% | +16.8% | +0.9% |
| 3M | -4.5% | -23.7% | +19.2% | -3.7% |
| 6M | +3.4% | +18.4% | -15.0% | +0.7% |
| YTD | +7.8% | +60.8% | -53.0% | +2.9% |
| 1Y | +10.7% | +44.2% | -33.5% | +6.1% |
| 3Y | +57.5% | +668.1% | -610.6% | +33.7% |
| 5Y | +53.7% | -48.8% | +102.6% | +39.6% |
| All | +98.8% | -64.1% | +162.9% | +81.2% |
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 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