-28.8%
DPZ vs OUST
-56.2%
+27.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.8% |
| 7D | -2.5% | +5.2% | -7.8% | -2.7% |
| 30D | -7.0% | -19.3% | +12.3% | -6.4% |
| 3M | +11.6% | -22.6% | +34.2% | +11.6% |
| 6M | -15.2% | +62.8% | -78.0% | -18.6% |
| YTD | -17.2% | +68.3% | -85.6% | -20.9% |
| 1Y | -24.8% | +28.5% | -53.4% | -27.8% |
| 3Y | -8.7% | +554.0% | -562.7% | -24.7% |
| All | -28.8% | -56.2% | +27.3% | -30.0% |
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 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