+3.0%
DUK vs OUST
+33.5%
-30.5%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -0.9% |
| 7D | 0.0% | +5.2% | -5.3% | +0.2% |
| 30D | -1.7% | -19.3% | +17.6% | -2.4% |
| 3M | -0.4% | -22.6% | +22.2% | -0.7% |
| 6M | -7.2% | +62.8% | -70.0% | -5.0% |
| YTD | +5.3% | +68.3% | -63.1% | +8.2% |
| 1Y | +3.0% | +28.5% | -25.6% | +6.6% |
| All | +3.0% | +33.5% | -30.5% | +6.6% |
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