-64.3%
DOCU vs OUST
-65.4%
+1.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +15.7% | -15.6% | -2.5% |
| 7D | -3.7% | -0.2% | -3.5% | -4.0% |
| 30D | +15.0% | -24.0% | +38.9% | +19.3% |
| 3M | +39.9% | -29.9% | +69.8% | +45.5% |
| 6M | +66.2% | +19.1% | +47.0% | +45.8% |
| YTD | +17.7% | +55.0% | -37.3% | -4.3% |
| 1Y | +13.7% | +21.2% | -7.5% | -3.2% |
| 3Y | +95.9% | +626.0% | -530.1% | -13.8% |
| 5Y | -71.7% | -51.6% | -20.1% | -77.8% |
| All | -64.3% | -65.4% | +1.1% | -70.1% |
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 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