+481.5%
DINO vs OUST
-60.2%
+541.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.8% | -8.2% | +2.2% |
| 7D | -10.7% | +36.7% | -47.3% | -12.0% |
| 30D | -17.8% | -3.3% | -14.4% | -17.8% |
| 3M | +23.3% | -11.1% | +34.4% | +23.4% |
| 6M | +39.6% | +53.1% | -13.5% | +33.7% |
| YTD | +121.6% | +78.2% | +43.3% | +109.1% |
| 1Y | +88.2% | +50.0% | +38.2% | +78.9% |
| 3Y | +114.4% | +836.2% | -721.8% | +76.4% |
| 5Y | +248.7% | -50.0% | +298.7% | +229.1% |
| All | +481.5% | -60.2% | +541.8% | +446.4% |
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