+40.3%
DLTR vs OUST
-62.4%
+102.8%
-64.8%
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 | +2.5% | +5.2% | -2.8% | +2.2% |
| 30D | +2.1% | -19.3% | +21.3% | +2.9% |
| 3M | +20.3% | -22.6% | +42.9% | +20.3% |
| 6M | +11.5% | +62.8% | -51.3% | +6.2% |
| YTD | +6.8% | +68.3% | -61.5% | +1.2% |
| 1Y | +31.1% | +28.5% | +2.5% | +25.0% |
| 3Y | +10.7% | +554.0% | -543.4% | -9.0% |
| 5Y | +41.6% | -56.2% | +97.8% | +24.3% |
| All | +40.3% | -62.4% | +102.8% | +29.7% |
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