+10.4%
DIA vs OUST
+50.6%
-40.2%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | +0.9% | +31.9% | -31.0% | -0.6% |
| 30D | +1.1% | -4.2% | +5.3% | +1.0% |
| 3M | -2.9% | -9.3% | +6.4% | -2.9% |
| 6M | +5.9% | +51.7% | -45.8% | +0.4% |
| YTD | +9.8% | +76.6% | -66.8% | +1.0% |
| All | +10.4% | +50.6% | -40.2% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling