-7.1%
DT vs OUST
+50.6%
-57.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.1% |
| 7D | -7.5% | +31.9% | -39.4% | -7.5% |
| 30D | -31.5% | -4.2% | -27.3% | -31.7% |
| 3M | -14.0% | -9.3% | -4.7% | -14.3% |
| 6M | +6.9% | +51.7% | -44.8% | +8.2% |
| YTD | +0.3% | +76.6% | -76.3% | -2.2% |
| All | -7.1% | +50.6% | -57.7% | -8.9% |
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