+177.3%
DKS vs OUST
-68.5%
+245.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.0% | +4.5% | -3.7% |
| 7D | -0.7% | -5.0% | +4.4% | -0.3% |
| 30D | +4.6% | -32.0% | +36.6% | +7.7% |
| 3M | -28.9% | -32.4% | +3.4% | -27.0% |
| 6M | -33.5% | +6.7% | -40.3% | -36.6% |
| YTD | -27.2% | +41.0% | -68.2% | -33.1% |
| 1Y | -33.8% | +18.0% | -51.8% | -38.3% |
| 3Y | +31.5% | +560.6% | -529.1% | -5.2% |
| 5Y | +22.5% | -55.1% | +77.6% | +8.1% |
| All | +177.3% | -68.5% | +245.9% | +131.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling