+32.2%
DKS vs OUST
+626.4%
-594.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +14.0% | -14.2% | -1.2% |
| 7D | -2.1% | +17.0% | -19.1% | -3.4% |
| 30D | +7.3% | -16.5% | +23.8% | +8.4% |
| 3M | -28.4% | -23.7% | -4.8% | -27.5% |
| 6M | -36.9% | +18.4% | -55.3% | -40.3% |
| YTD | -27.3% | +60.8% | -88.1% | -34.0% |
| 1Y | -33.2% | +44.2% | -77.4% | -38.9% |
| 3Y | +32.2% | +668.1% | -635.9% | -5.8% |
| All | +32.2% | +626.4% | -594.2% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling