+42.9%
DLR vs OUST
-65.4%
+108.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +15.7% | -13.2% | +1.5% |
| 7D | +2.8% | -0.2% | +3.1% | +2.8% |
| 30D | +2.8% | -24.0% | +26.8% | +4.5% |
| 3M | -4.0% | -29.9% | +25.9% | -2.1% |
| 6M | -5.6% | +19.1% | -24.7% | -9.2% |
| YTD | +21.9% | +55.0% | -33.0% | +14.1% |
| 1Y | +13.0% | +21.2% | -8.2% | +7.4% |
| 3Y | +52.2% | +626.0% | -573.7% | +17.7% |
| 5Y | +40.3% | -51.6% | +91.9% | +16.9% |
| All | +42.9% | -65.4% | +108.3% | +18.2% |
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