+62.8%
DOCS vs OUST
+600.2%
-537.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +15.7% | -9.4% | +5.1% |
| 7D | +1.2% | -0.2% | +1.4% | +1.2% |
| 30D | +21.3% | -24.0% | +45.3% | +23.4% |
| 3M | +58.4% | -29.9% | +88.3% | +61.4% |
| 6M | +39.3% | +19.1% | +20.1% | +29.3% |
| YTD | -21.7% | +55.0% | -76.7% | -30.9% |
| 1Y | -47.3% | +21.2% | -68.5% | -52.1% |
| All | +62.8% | +600.2% | -537.4% | -13.3% |
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 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