+29.1%
DOV vs OUST
-50.0%
+79.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +10.8% | -6.4% | +3.7% |
| 7D | -1.4% | +36.7% | -38.0% | -3.8% |
| 30D | +12.8% | -3.3% | +16.1% | +12.6% |
| 3M | +1.1% | -11.1% | +12.3% | +1.3% |
| 6M | -2.6% | +53.1% | -55.7% | -8.4% |
| YTD | +9.9% | +78.2% | -68.3% | +1.1% |
| 1Y | +19.3% | +50.0% | -30.7% | +11.0% |
| 3Y | +68.4% | +836.2% | -767.8% | +24.0% |
| 5Y | +29.1% | -50.0% | +79.1% | +11.1% |
| All | +29.1% | -50.0% | +79.1% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling