+94.4%
DOV vs OUST
-64.1%
+158.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +14.0% | -13.4% | -0.3% |
| 7D | -1.9% | +17.0% | -18.9% | -3.1% |
| 30D | +8.3% | -16.5% | +24.8% | +9.2% |
| 3M | -3.1% | -23.7% | +20.6% | -1.9% |
| 6M | -9.8% | +18.4% | -28.2% | -13.1% |
| YTD | +5.2% | +60.8% | -55.6% | -1.5% |
| 1Y | +15.3% | +44.2% | -28.9% | +8.5% |
| 3Y | +58.8% | +668.1% | -609.3% | +24.6% |
| 5Y | +26.6% | -48.8% | +75.4% | +8.1% |
| All | +94.4% | -64.1% | +158.6% | +64.8% |
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