+2.8%
DT vs OUST
-60.6%
+63.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -5.4% | +14.0% | -19.4% | -6.8% |
| 30D | -32.2% | +2.5% | -34.7% | -32.7% |
| 3M | -10.9% | -15.3% | +4.4% | -10.3% |
| 6M | +10.0% | +42.6% | -32.6% | +0.8% |
| YTD | +2.1% | +76.6% | -74.5% | -10.4% |
| 1Y | -5.5% | +54.1% | -59.6% | -16.0% |
| 3Y | -12.4% | +675.3% | -687.7% | -46.4% |
| 5Y | -39.7% | -45.1% | +5.4% | -47.0% |
| All | +2.8% | -60.6% | +63.4% | -6.7% |
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