-31.1%
DOCN vs OUST
-56.4%
+25.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -9.0% | -6.8% | -13.3% |
| 7D | -29.3% | -5.0% | -24.2% | -28.5% |
| 30D | -46.0% | -32.0% | -14.0% | -39.9% |
| 3M | -43.2% | -32.4% | -10.8% | -37.1% |
| 6M | -53.7% | +6.7% | -60.4% | -56.7% |
| YTD | +46.9% | +41.0% | +5.9% | +25.1% |
| 1Y | +54.3% | +18.0% | +36.4% | +36.9% |
| 3Y | +185.5% | +560.6% | -375.1% | +16.1% |
| 5Y | -31.1% | -55.1% | +24.0% | -1.1% |
| All | -31.1% | -56.4% | +25.3% | -1.1% |
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