+8.9%
DOCS vs OUST
+554.0%
-545.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.4% | -2.9% |
| 7D | -1.4% | +5.2% | -6.6% | -1.8% |
| 30D | +21.8% | -19.3% | +41.1% | +23.5% |
| 3M | +27.3% | -22.6% | +49.9% | +26.9% |
| 6M | -0.3% | +62.8% | -63.1% | -11.4% |
| YTD | -40.5% | +68.3% | -108.8% | -47.8% |
| 1Y | -61.5% | +28.5% | -90.1% | -65.6% |
| All | +8.9% | +554.0% | -545.1% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling