-16.0%
DXCM vs OUST
-60.2%
+44.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.8% | -8.8% | +1.3% |
| 7D | -4.4% | +36.7% | -41.0% | -6.6% |
| 30D | -3.6% | -3.3% | -0.3% | -3.8% |
| 3M | -4.3% | -11.1% | +6.8% | -4.3% |
| 6M | +33.8% | +53.1% | -19.3% | +24.8% |
| YTD | +22.1% | +78.2% | -56.1% | +11.2% |
| 1Y | +47.4% | +50.0% | -2.6% | +35.9% |
| 3Y | -12.3% | +836.2% | -848.4% | -39.8% |
| 5Y | -49.1% | -50.0% | +0.9% | -53.8% |
| All | -16.0% | -60.2% | +44.2% | -23.9% |
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 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