-19.9%
DOW vs OUST
+2.5%
-22.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.0% | +6.8% | -2.7% |
| 7D | -4.9% | -5.0% | +0.2% | -5.0% |
| 30D | +13.6% | -32.0% | +45.6% | +11.8% |
| 3M | +9.0% | -32.4% | +41.4% | +7.5% |
| 6M | -19.9% | +6.7% | -26.6% | -19.9% |
| All | -19.9% | +2.5% | -22.4% | -19.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling