+17.1%
DLR vs OUST
+40.1%
-23.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.5% | +6.6% | -1.3% |
| 7D | +3.3% | -3.8% | +7.1% | +3.5% |
| 30D | +4.6% | +5.1% | -0.5% | +4.0% |
| 3M | -8.3% | -25.8% | +17.5% | -7.5% |
| 6M | -5.6% | -2.0% | -3.6% | -8.1% |
| YTD | +18.7% | +54.7% | -36.0% | +7.9% |
| 1Y | +17.1% | +48.8% | -31.7% | +6.3% |
| All | +17.1% | +40.1% | -23.0% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling