-13.6%
DXCM vs OUST
-65.5%
+51.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -8.5% | +10.9% | +3.0% |
| 7D | +4.9% | -3.8% | +8.7% | +5.1% |
| 30D | -0.2% | +5.1% | -5.2% | -0.9% |
| 3M | -8.9% | -25.8% | +16.9% | -7.7% |
| 6M | +42.3% | -2.0% | +44.3% | +38.0% |
| YTD | +25.6% | +54.7% | -29.2% | +15.4% |
| 1Y | +39.5% | +48.8% | -9.3% | +28.4% |
| 3Y | -15.3% | +607.8% | -623.1% | -40.2% |
| 5Y | -48.4% | -52.7% | +4.3% | -53.0% |
| All | -13.6% | -65.5% | +51.8% | -21.0% |
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