+72.7%
DUK vs OUST
-64.1%
+136.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +14.0% | -15.8% | -1.6% |
| 7D | +0.3% | +17.0% | -16.7% | +0.5% |
| 30D | +10.6% | -16.5% | +27.1% | +10.5% |
| 3M | +4.0% | -23.7% | +27.7% | +3.9% |
| 6M | +3.6% | +18.4% | -14.8% | +3.8% |
| YTD | +11.9% | +60.8% | -48.9% | +12.3% |
| 1Y | +6.7% | +44.2% | -37.5% | +7.1% |
| 3Y | +59.4% | +668.1% | -608.7% | +58.8% |
| 5Y | +52.4% | -48.8% | +101.2% | +47.5% |
| All | +72.7% | -64.1% | +136.8% | +65.8% |
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