-12.3%
DOW vs OUST
-60.6%
+48.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.7% |
| 7D | -6.8% | +31.9% | -38.7% | -8.4% |
| 30D | +10.8% | -4.2% | +15.0% | +10.6% |
| 3M | +4.1% | -9.3% | +13.4% | +4.1% |
| 6M | -12.7% | +51.7% | -64.4% | -17.6% |
| YTD | +39.2% | +76.6% | -37.4% | +28.8% |
| 1Y | +49.5% | +48.9% | +0.6% | +39.7% |
| 3Y | -24.4% | +675.3% | -699.6% | -40.3% |
| 5Y | -29.6% | -44.0% | +14.5% | -39.1% |
| All | -12.3% | -60.6% | +48.2% | -24.2% |
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