+35.0%
DLR vs OUST
-68.5%
+103.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -9.0% | +3.5% | -4.9% |
| 7D | -4.5% | -5.0% | +0.5% | -4.2% |
| 30D | -5.4% | -32.0% | +26.6% | -3.1% |
| 3M | -9.8% | -32.4% | +22.6% | -7.7% |
| 6M | -10.0% | +6.7% | -16.7% | -12.8% |
| YTD | +15.2% | +41.0% | -25.8% | +8.5% |
| 1Y | +7.9% | +18.0% | -10.1% | +2.7% |
| 3Y | +43.8% | +560.6% | -516.8% | +12.0% |
| 5Y | +33.2% | -55.1% | +88.3% | +11.7% |
| All | +35.0% | -68.5% | +103.5% | +12.4% |
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 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