-34.6%
DOCS vs OUST
-74.8%
+40.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +15.7% | -9.4% | +4.0% |
| 7D | +1.2% | -0.2% | +1.4% | +1.1% |
| 30D | +21.3% | -24.0% | +45.3% | +25.6% |
| 3M | +58.4% | -29.9% | +88.3% | +64.3% |
| 6M | +39.3% | +19.1% | +20.1% | +23.3% |
| YTD | -21.7% | +55.0% | -76.7% | -35.7% |
| 1Y | -47.3% | +21.2% | -68.5% | -54.9% |
| 3Y | +58.2% | +626.0% | -567.8% | -27.6% |
| 5Y | -52.3% | -51.6% | -0.7% | -43.3% |
| All | -34.6% | -74.8% | +40.2% | -11.1% |
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 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