-8.3%
DPZ vs OUST
-60.6%
+52.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.2% |
| 7D | +2.2% | +31.9% | -29.7% | +1.3% |
| 30D | +6.7% | -4.2% | +10.9% | +6.6% |
| 3M | -4.5% | -9.3% | +4.8% | -4.5% |
| 6M | +3.3% | +51.7% | -48.4% | +0.1% |
| YTD | -19.4% | +76.6% | -96.0% | -22.9% |
| 1Y | -17.3% | +48.9% | -66.2% | -20.4% |
| 3Y | -8.4% | +675.3% | -683.6% | -22.8% |
| 5Y | -28.2% | -44.0% | +15.8% | -34.6% |
| All | -8.3% | -60.6% | +52.3% | -15.6% |
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 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