+25.8%
DLTR vs OUST
+659.3%
-633.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -1.0% |
| 7D | +2.4% | +19.9% | -17.5% | +1.7% |
| 30D | +21.5% | +3.6% | +17.9% | +21.1% |
| 3M | +9.8% | -20.6% | +30.5% | +10.4% |
| 6M | +58.6% | +35.1% | +23.6% | +52.5% |
| YTD | +14.8% | +69.1% | -54.3% | +7.9% |
| 1Y | +33.0% | +49.9% | -16.9% | +25.7% |
| All | +25.8% | +659.3% | -633.5% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling