+99.8%
DOV vs OUST
-62.3%
+162.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -1.1% |
| 7D | +3.4% | +19.9% | -16.5% | +2.1% |
| 30D | +8.8% | +3.6% | +5.2% | +8.2% |
| 3M | +0.9% | -20.6% | +21.6% | +1.9% |
| 6M | -2.8% | +35.1% | -37.9% | -7.1% |
| YTD | +8.1% | +69.1% | -61.0% | +0.8% |
| 1Y | +15.2% | +49.9% | -34.7% | +8.2% |
| 3Y | +64.5% | +642.4% | -577.8% | +29.6% |
| 5Y | +28.9% | -48.3% | +77.2% | +9.8% |
| All | +99.8% | -62.3% | +162.1% | +68.8% |
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