+493.0%
DINO vs OUST
-60.6%
+553.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -2.7% | +14.0% | -16.7% | -3.3% |
| 30D | -17.2% | +2.5% | -19.8% | -17.5% |
| 3M | +18.9% | -15.3% | +34.2% | +19.3% |
| 6M | +40.6% | +42.6% | -2.0% | +35.2% |
| YTD | +125.9% | +76.6% | +49.3% | +113.3% |
| 1Y | +90.9% | +54.1% | +36.9% | +81.2% |
| 3Y | +113.4% | +675.3% | -561.9% | +77.3% |
| 5Y | +258.3% | -45.1% | +303.4% | +235.4% |
| All | +493.0% | -60.6% | +553.6% | +457.4% |
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