-37.4%
DOCS vs OUST
-77.1%
+39.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.0% | +4.7% | -2.9% |
| 7D | -1.3% | -5.0% | +3.7% | -0.7% |
| 30D | +19.4% | -32.0% | +51.4% | +25.8% |
| 3M | +53.4% | -32.4% | +85.8% | +59.9% |
| 6M | +28.8% | +6.7% | +22.0% | +16.0% |
| YTD | -25.1% | +41.0% | -66.1% | -37.6% |
| 1Y | -48.1% | +18.0% | -66.1% | -55.6% |
| 3Y | +51.4% | +560.6% | -509.2% | -29.7% |
| 5Y | -51.1% | -55.1% | +4.0% | -41.6% |
| All | -37.4% | -77.1% | +39.7% | -13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling