+6.5%
DRI vs OUST
+33.5%
-27.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.5% |
| 7D | +0.6% | +5.2% | -4.6% | +0.7% |
| 30D | +3.8% | -19.3% | +23.1% | +3.6% |
| 3M | +13.0% | -22.6% | +35.7% | +13.3% |
| 6M | +8.3% | +62.8% | -54.5% | +7.0% |
| YTD | +20.6% | +68.3% | -47.7% | +19.3% |
| 1Y | +6.5% | +28.5% | -22.1% | +7.4% |
| All | +6.5% | +33.5% | -27.0% | +7.4% |
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