+62.5%
DRAM vs OUST
+90.4%
-27.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +15.7% | -21.0% | -11.8% |
| 7D | -16.6% | -0.2% | -16.4% | -17.1% |
| 30D | -26.9% | -24.0% | -2.9% | -18.9% |
| 3M | -17.8% | -29.9% | +12.1% | -6.8% |
| 6M | +6.2% | +19.1% | -12.9% | +0.5% |
| All | +62.5% | +90.4% | -27.9% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling