-47.3%
DOCS vs OUST
+11.1%
-58.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +15.7% | -9.4% | +7.1% |
| 7D | +1.2% | -0.2% | +1.4% | +1.1% |
| 30D | +21.3% | -24.0% | +45.3% | +19.0% |
| 3M | +58.4% | -29.9% | +88.3% | +55.4% |
| 6M | +39.3% | +19.1% | +20.1% | +40.6% |
| YTD | -21.7% | +55.0% | -76.7% | -21.4% |
| 1Y | -47.3% | +21.2% | -68.5% | -46.3% |
| All | -47.3% | +11.1% | -58.4% | -46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling