+33.4%
DKS vs OUST
+554.0%
-520.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.6% |
| 7D | +3.0% | +5.2% | -2.2% | +2.6% |
| 30D | -30.5% | -19.3% | -11.3% | -29.5% |
| 3M | -35.7% | -22.6% | -13.1% | -35.7% |
| 6M | -29.7% | +62.8% | -92.5% | -35.8% |
| YTD | -28.9% | +68.3% | -97.2% | -35.6% |
| 1Y | -35.9% | +28.5% | -64.4% | -41.2% |
| All | +33.4% | +554.0% | -520.6% | -6.4% |
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 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