+171.0%
DRI vs OUST
-65.5%
+236.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.5% | +8.9% | +0.7% |
| 7D | +1.1% | -3.8% | +4.8% | +1.2% |
| 30D | +9.7% | +5.1% | +4.6% | +9.2% |
| 3M | +3.2% | -25.8% | +29.0% | +4.1% |
| 6M | +20.6% | -2.0% | +22.6% | +18.2% |
| YTD | +28.3% | +54.7% | -26.5% | +21.4% |
| 1Y | +34.5% | +48.8% | -14.3% | +27.4% |
| 3Y | +66.5% | +607.8% | -541.3% | +32.7% |
| 5Y | +79.6% | -52.7% | +132.4% | +69.9% |
| All | +171.0% | -65.5% | +236.5% | +163.0% |
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 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