-27.5%
DOW vs OUST
-53.0%
+25.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.5% | +8.2% | +0.1% |
| 7D | +5.2% | -3.8% | +9.0% | +5.4% |
| 30D | +13.2% | +5.1% | +8.1% | +12.5% |
| 3M | +10.1% | -25.8% | +35.9% | +11.3% |
| 6M | -13.1% | -2.0% | -11.1% | -15.5% |
| YTD | +46.1% | +54.7% | -8.6% | +35.7% |
| 1Y | +50.0% | +48.8% | +1.2% | +39.4% |
| 3Y | -20.2% | +607.8% | -628.1% | -37.7% |
| All | -27.5% | -53.0% | +25.5% | -39.6% |
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