-28.0%
DPZ vs OUST
-52.6%
+24.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +15.7% | -10.3% | +4.9% |
| 7D | +10.1% | -0.2% | +10.3% | +10.0% |
| 30D | +14.6% | -24.0% | +38.6% | +15.4% |
| 3M | -6.8% | -29.9% | +23.1% | -5.9% |
| 6M | +4.4% | +19.1% | -14.8% | +1.6% |
| YTD | -16.8% | +55.0% | -71.8% | -20.5% |
| 1Y | -14.5% | +21.2% | -35.6% | -17.4% |
| 3Y | -1.1% | +626.0% | -627.1% | -19.5% |
| 5Y | -28.0% | -51.6% | +23.6% | -27.7% |
| All | -28.0% | -52.6% | +24.6% | -27.7% |
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