+63.8%
DUK vs OUST
-61.4%
+125.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.9% |
| 7D | +0.7% | +12.7% | -12.0% | +0.8% |
| 30D | -2.0% | -13.6% | +11.6% | -2.1% |
| 3M | +0.2% | -8.3% | +8.5% | +0.2% |
| 6M | -6.9% | +85.0% | -91.8% | -6.6% |
| YTD | +6.1% | +73.2% | -67.1% | +6.5% |
| 1Y | +4.4% | +32.5% | -28.0% | +4.8% |
| 3Y | +49.1% | +643.8% | -594.7% | +48.5% |
| 5Y | +39.6% | -52.1% | +91.7% | +34.8% |
| All | +63.8% | -61.4% | +125.2% | +57.3% |
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