-7.7%
DOW vs OUST
-62.3%
+54.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.2% | +6.1% | +2.1% |
| 7D | +3.7% | +19.9% | -16.3% | +2.5% |
| 30D | +16.3% | +3.6% | +12.7% | +15.6% |
| 3M | +9.7% | -20.6% | +30.3% | +10.5% |
| 6M | -14.1% | +35.1% | -49.1% | -18.3% |
| YTD | +46.6% | +69.1% | -22.5% | +36.0% |
| 1Y | +56.8% | +49.9% | +6.9% | +46.4% |
| 3Y | -20.4% | +642.4% | -662.8% | -37.0% |
| 5Y | -27.4% | -48.3% | +20.9% | -37.0% |
| All | -7.7% | -62.3% | +54.6% | -20.0% |
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