+33.9%
DRI vs OUST
+46.4%
-12.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.8% | -0.5% |
| 7D | -0.3% | +19.9% | -20.3% | 0.0% |
| 30D | +10.8% | +3.6% | +7.3% | +11.0% |
| 3M | +0.9% | -20.6% | +21.6% | +0.6% |
| 6M | +16.3% | +35.1% | -18.7% | +15.7% |
| YTD | +27.8% | +69.1% | -41.4% | +26.0% |
| 1Y | +33.9% | +49.9% | -16.1% | +32.5% |
| All | +33.9% | +46.4% | -12.5% | +32.5% |
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