+0.9%
DT vs OUST
-64.1%
+65.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +14.0% | -14.6% | -2.0% |
| 7D | -24.7% | +17.0% | -41.7% | -26.1% |
| 30D | -27.4% | -16.5% | -10.9% | -26.4% |
| 3M | -11.1% | -23.7% | +12.6% | -9.6% |
| 6M | +13.7% | +18.4% | -4.7% | +6.1% |
| YTD | +0.2% | +60.8% | -60.6% | -11.2% |
| 1Y | -5.7% | +44.2% | -49.9% | -15.6% |
| 3Y | -8.1% | +668.1% | -676.2% | -44.2% |
| 5Y | -43.1% | -48.8% | +5.8% | -49.6% |
| All | +0.9% | -64.1% | +65.0% | -7.4% |
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 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