-65.0%
DOCU vs OUST
-68.5%
+3.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.0% | +7.0% | -0.4% |
| 7D | -3.2% | -5.0% | +1.8% | -2.7% |
| 30D | +15.7% | -32.0% | +47.7% | +22.3% |
| 3M | +37.3% | -32.4% | +69.6% | +43.5% |
| 6M | +63.1% | +6.7% | +56.4% | +45.9% |
| YTD | +15.4% | +41.0% | -25.7% | -4.7% |
| 1Y | +11.3% | +18.0% | -6.7% | -5.1% |
| 3Y | +92.1% | +560.6% | -468.5% | -14.2% |
| 5Y | -70.5% | -55.1% | -15.4% | -76.6% |
| All | -65.0% | -68.5% | +3.5% | -70.2% |
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