+34.6%
DLR vs OUST
-64.1%
+98.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +14.0% | -14.3% | -1.3% |
| 7D | -3.6% | +17.0% | -20.6% | -4.8% |
| 30D | -3.5% | -16.5% | +13.0% | -2.6% |
| 3M | -8.9% | -23.7% | +14.7% | -7.7% |
| 6M | -11.6% | +18.4% | -29.9% | -15.0% |
| YTD | +14.9% | +60.8% | -45.9% | +7.1% |
| 1Y | +6.4% | +44.2% | -37.8% | -0.2% |
| 3Y | +47.3% | +668.1% | -620.8% | +13.3% |
| 5Y | +32.8% | -48.8% | +81.6% | +10.3% |
| All | +34.6% | -64.1% | +98.8% | +11.0% |
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