-12.5%
DXCM vs OUST
-68.5%
+56.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.0% | +4.5% | -3.9% |
| 7D | +5.7% | -5.0% | +10.7% | +6.0% |
| 30D | +1.3% | -32.0% | +33.3% | +3.7% |
| 3M | +2.2% | -32.4% | +34.5% | +4.3% |
| 6M | +42.0% | +6.7% | +35.3% | +36.1% |
| YTD | +27.3% | +41.0% | -13.8% | +18.0% |
| 1Y | +42.5% | +18.0% | +24.5% | +33.7% |
| 3Y | -13.3% | +560.6% | -573.9% | -38.6% |
| 5Y | -46.8% | -55.1% | +8.3% | -51.3% |
| All | -12.5% | -68.5% | +56.1% | -19.3% |
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