-5.1%
DPZ vs OUST
-68.5%
+63.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.0% | +9.3% | +0.5% |
| 7D | +9.5% | -5.0% | +14.5% | +9.6% |
| 30D | +12.8% | -32.0% | +44.8% | +13.9% |
| 3M | -6.2% | -32.4% | +26.1% | -5.4% |
| 6M | +4.3% | +6.7% | -2.5% | +2.2% |
| YTD | -16.6% | +41.0% | -57.6% | -19.6% |
| 1Y | -12.8% | +18.0% | -30.8% | -15.5% |
| 3Y | -0.8% | +560.6% | -561.4% | -16.3% |
| 5Y | -25.8% | -55.1% | +29.3% | -32.0% |
| All | -5.1% | -68.5% | +63.5% | -12.0% |
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