+154.8%
DRI vs OUST
-62.4%
+217.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | +0.6% | +5.2% | -4.6% | +0.3% |
| 30D | +3.8% | -19.3% | +23.1% | +4.8% |
| 3M | +13.0% | -22.6% | +35.7% | +13.1% |
| 6M | +8.3% | +62.8% | -54.5% | +3.1% |
| YTD | +20.6% | +68.3% | -47.7% | +14.2% |
| 1Y | +6.5% | +28.5% | -22.1% | +1.5% |
| 3Y | +53.7% | +554.0% | -500.3% | +23.6% |
| 5Y | +72.7% | -56.2% | +128.9% | +65.2% |
| All | +154.8% | -62.4% | +217.3% | +147.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling