+173.2%
DRI vs OUST
-65.4%
+238.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +15.7% | -10.6% | +4.4% |
| 7D | +6.5% | -0.2% | +6.7% | +6.4% |
| 30D | +16.4% | -24.0% | +40.4% | +17.6% |
| 3M | +13.6% | -29.9% | +43.5% | +15.0% |
| 6M | +22.0% | +19.1% | +2.9% | +18.1% |
| YTD | +29.3% | +55.0% | -25.7% | +22.5% |
| 1Y | +32.0% | +21.2% | +10.9% | +26.6% |
| 3Y | +68.5% | +626.0% | -557.5% | +34.0% |
| 5Y | +86.3% | -51.6% | +137.9% | +76.0% |
| All | +173.2% | -65.4% | +238.6% | +165.4% |
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 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