-69.7%
DOCU vs OUST
-62.4%
-7.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.4% |
| 7D | +6.9% | +5.2% | +1.7% | +5.9% |
| 30D | +19.0% | -19.3% | +38.3% | +22.8% |
| 3M | +34.3% | -22.6% | +56.9% | +33.8% |
| 6M | +48.0% | +62.8% | -14.8% | +22.7% |
| YTD | 0.0% | +68.3% | -68.3% | -18.5% |
| 1Y | -10.3% | +28.5% | -38.8% | -24.9% |
| 3Y | +32.4% | +554.0% | -521.6% | -39.1% |
| 5Y | -77.9% | -56.2% | -21.7% | -82.2% |
| All | -69.7% | -62.4% | -7.2% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling