+97.7%
DOCN vs OUST
-65.7%
+163.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +15.7% | -22.9% | -11.3% |
| 7D | -20.0% | -0.2% | -19.8% | -20.4% |
| 30D | -38.8% | -24.0% | -14.8% | -34.4% |
| 3M | -34.8% | -29.9% | -4.9% | -29.1% |
| 6M | -22.8% | +19.1% | -41.9% | -29.5% |
| YTD | +74.6% | +55.0% | +19.6% | +46.3% |
| 1Y | +116.4% | +21.2% | +95.3% | +91.0% |
| 3Y | +239.3% | +626.0% | -386.6% | +46.4% |
| 5Y | -20.2% | -51.6% | +31.4% | -34.4% |
| All | +97.7% | -65.7% | +163.4% | +65.4% |
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