+194.1%
DKS vs OUST
-60.6%
+254.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.3% | +14.0% | -12.6% | +0.1% |
| 30D | +8.9% | +2.5% | +6.3% | +8.1% |
| 3M | -26.4% | -15.3% | -11.0% | -25.9% |
| 6M | -31.1% | +42.6% | -73.7% | -35.9% |
| YTD | -22.8% | +76.6% | -99.4% | -30.5% |
| 1Y | -29.5% | +54.1% | -83.5% | -35.8% |
| 3Y | +42.8% | +675.3% | -632.5% | +1.6% |
| 5Y | +29.2% | -45.1% | +74.3% | +11.9% |
| All | +194.1% | -60.6% | +254.7% | +140.0% |
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