+32.5%
DLTR vs OUST
-61.4%
+93.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.9% | -8.5% | -5.7% |
| 7D | -5.8% | +12.7% | -18.5% | -6.3% |
| 30D | -5.2% | -13.6% | +8.4% | -4.8% |
| 3M | +15.2% | -8.3% | +23.5% | +14.3% |
| 6M | +7.1% | +85.0% | -77.8% | +1.3% |
| YTD | +0.8% | +73.2% | -72.4% | -4.7% |
| 1Y | +24.8% | +32.5% | -7.7% | +18.9% |
| 3Y | +6.9% | +643.8% | -636.9% | -12.6% |
| 5Y | +33.2% | -52.1% | +85.4% | +16.8% |
| All | +32.5% | -61.4% | +93.8% | +22.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling