+73.1%
DUK vs OUST
-60.2%
+133.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.8% | -10.6% | +0.3% |
| 7D | -0.2% | +36.7% | -36.9% | +0.1% |
| 30D | +9.8% | -3.3% | +13.1% | +9.9% |
| 3M | +3.5% | -11.1% | +14.6% | +3.5% |
| 6M | +5.0% | +53.1% | -48.1% | +5.4% |
| YTD | +12.2% | +78.2% | -66.1% | +12.7% |
| 1Y | +7.2% | +50.0% | -42.8% | +7.7% |
| 3Y | +63.0% | +836.2% | -773.1% | +62.5% |
| 5Y | +52.3% | -50.0% | +102.3% | +47.3% |
| All | +73.1% | -60.2% | +133.3% | +66.4% |
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