+498.7%
DINO vs OUST
-65.5%
+564.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.5% | +8.6% | +0.4% |
| 7D | +5.7% | -3.8% | +9.5% | +5.8% |
| 30D | -19.6% | +5.1% | -24.6% | -20.0% |
| 3M | +11.8% | -25.8% | +37.6% | +12.8% |
| 6M | +49.0% | -2.0% | +51.0% | +46.3% |
| YTD | +128.1% | +54.7% | +73.4% | +116.6% |
| 1Y | +96.3% | +48.8% | +47.5% | +86.4% |
| 3Y | +113.8% | +607.8% | -494.0% | +78.3% |
| 5Y | +252.7% | -52.7% | +305.4% | +232.5% |
| All | +498.7% | -65.5% | +564.2% | +465.9% |
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