+172.2%
DRI vs OUST
-60.2%
+232.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.8% | -9.3% | +1.0% |
| 7D | +3.1% | +36.7% | -33.6% | +1.6% |
| 30D | +16.2% | -3.3% | +19.6% | +16.1% |
| 3M | +8.4% | -11.1% | +19.5% | +8.4% |
| 6M | +19.0% | +53.1% | -34.1% | +13.8% |
| YTD | +28.8% | +78.2% | -49.4% | +21.2% |
| 1Y | +33.1% | +50.0% | -16.9% | +26.3% |
| 3Y | +70.8% | +836.2% | -765.4% | +33.7% |
| 5Y | +74.2% | -50.0% | +124.2% | +64.9% |
| All | +172.2% | -60.2% | +232.4% | +162.6% |
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