+24.9%
DLTR vs OUST
-48.5%
+73.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.9% |
| 7D | +2.4% | +19.9% | -17.5% | +1.4% |
| 30D | +21.5% | +3.6% | +17.9% | +21.0% |
| 3M | +9.8% | -20.6% | +30.5% | +10.5% |
| 6M | +58.6% | +35.1% | +23.6% | +51.9% |
| YTD | +14.8% | +69.1% | -54.3% | +7.4% |
| 1Y | +33.0% | +49.9% | -16.9% | +25.2% |
| 3Y | +23.8% | +642.4% | -618.6% | -2.9% |
| 5Y | +24.9% | -48.3% | +73.2% | +34.6% |
| All | +24.9% | -48.5% | +73.4% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling