+99.2%
DOCU vs OUST
+600.2%
-501.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +15.7% | -15.6% | -1.1% |
| 7D | -3.7% | -0.2% | -3.5% | -3.8% |
| 30D | +15.0% | -24.0% | +38.9% | +17.1% |
| 3M | +39.9% | -29.9% | +69.8% | +42.8% |
| 6M | +66.2% | +19.1% | +47.0% | +54.3% |
| YTD | +17.7% | +55.0% | -37.3% | +4.3% |
| 1Y | +13.7% | +21.2% | -7.5% | +3.6% |
| All | +99.2% | +600.2% | -501.0% | +22.1% |
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 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