+62.5%
DUK vs OUST
-62.4%
+124.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -1.0% |
| 7D | 0.0% | +5.2% | -5.3% | 0.0% |
| 30D | -1.7% | -19.3% | +17.6% | -1.8% |
| 3M | -0.4% | -22.6% | +22.2% | -0.5% |
| 6M | -7.2% | +62.8% | -70.0% | -7.0% |
| YTD | +5.3% | +68.3% | -63.1% | +5.6% |
| 1Y | +3.0% | +28.5% | -25.6% | +3.3% |
| 3Y | +53.1% | +554.0% | -501.0% | +52.4% |
| 5Y | +37.9% | -56.2% | +94.1% | +33.0% |
| All | +62.5% | -62.4% | +124.9% | +55.9% |
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