+1.5%
DT vs OUST
-68.5%
+70.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -9.0% | +2.4% | -5.7% |
| 7D | -28.3% | -5.0% | -23.3% | -28.1% |
| 30D | -28.4% | -32.0% | +3.6% | -25.8% |
| 3M | -14.1% | -32.4% | +18.3% | -11.4% |
| 6M | +13.2% | +6.7% | +6.4% | +6.8% |
| YTD | +0.8% | +41.0% | -40.2% | -9.3% |
| 1Y | -7.8% | +18.0% | -25.8% | -15.6% |
| 3Y | -8.3% | +560.6% | -568.9% | -43.3% |
| 5Y | -42.7% | -55.1% | +12.4% | -48.5% |
| All | +1.5% | -68.5% | +70.0% | -5.5% |
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