+252.3%
DOCN vs OUST
+600.2%
-347.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +15.7% | -22.9% | -10.9% |
| 7D | -20.0% | -0.2% | -19.8% | -20.4% |
| 30D | -38.8% | -24.0% | -14.8% | -35.0% |
| 3M | -34.8% | -29.9% | -4.9% | -29.8% |
| 6M | -22.8% | +19.1% | -41.9% | -27.7% |
| YTD | +74.6% | +55.0% | +19.6% | +52.8% |
| 1Y | +116.4% | +21.2% | +95.3% | +96.9% |
| All | +252.3% | +600.2% | -347.9% | +101.9% |
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