+52.8%
DUK vs OUST
-49.1%
+101.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +14.0% | -15.8% | -1.7% |
| 7D | +0.3% | +17.0% | -16.7% | +0.4% |
| 30D | +10.6% | -16.5% | +27.1% | +10.6% |
| 3M | +4.0% | -23.7% | +27.7% | +3.9% |
| 6M | +3.6% | +18.4% | -14.8% | +3.7% |
| YTD | +11.9% | +60.8% | -48.9% | +12.0% |
| 1Y | +6.7% | +44.2% | -37.5% | +6.8% |
| 3Y | +59.4% | +668.1% | -608.7% | +56.0% |
| All | +52.8% | -49.1% | +101.8% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling