+93.2%
DOV vs OUST
-68.5%
+161.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -9.0% | +4.3% | -4.1% |
| 7D | -3.7% | -5.0% | +1.3% | -3.5% |
| 30D | +5.6% | -32.0% | +37.6% | +8.0% |
| 3M | -3.5% | -32.4% | +28.9% | -1.5% |
| 6M | -8.9% | +6.7% | -15.6% | -11.5% |
| YTD | +4.5% | +41.0% | -36.5% | -1.2% |
| 1Y | +13.9% | +18.0% | -4.1% | +8.7% |
| 3Y | +55.9% | +560.6% | -504.7% | +23.7% |
| 5Y | +25.8% | -55.1% | +80.9% | +8.5% |
| All | +93.2% | -68.5% | +161.7% | +65.3% |
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