-24.4%
DOW vs OUST
+626.4%
-650.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +14.0% | -15.8% | -2.5% |
| 7D | -9.5% | +17.0% | -26.5% | -10.3% |
| 30D | +13.1% | -16.5% | +29.6% | +13.9% |
| 3M | +4.8% | -23.7% | +28.5% | +5.8% |
| 6M | -16.7% | +18.4% | -35.0% | -20.5% |
| YTD | +38.9% | +60.8% | -21.9% | +27.7% |
| 1Y | +48.3% | +44.2% | +4.1% | +37.3% |
| 3Y | -24.4% | +668.1% | -692.5% | -43.9% |
| All | -24.4% | +626.4% | -650.8% | -43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling