+44.6%
DLR vs OUST
-62.4%
+107.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | +1.6% | +5.2% | -3.7% | +1.2% |
| 30D | -3.4% | -19.3% | +15.9% | -2.1% |
| 3M | +0.5% | -22.6% | +23.1% | +0.7% |
| 6M | +4.6% | +62.8% | -58.2% | -1.8% |
| YTD | +23.4% | +68.3% | -44.9% | +15.2% |
| 1Y | +19.0% | +28.5% | -9.5% | +12.2% |
| 3Y | +56.5% | +554.0% | -497.5% | +22.2% |
| 5Y | +33.3% | -56.2% | +89.5% | +10.6% |
| All | +44.6% | -62.4% | +107.1% | +19.3% |
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 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