-12.4%
DXCM vs OUST
+554.0%
-566.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.1% |
| 7D | -3.2% | +5.2% | -8.4% | -3.4% |
| 30D | +6.3% | -19.3% | +25.6% | +7.0% |
| 3M | +21.1% | -22.6% | +43.7% | +21.0% |
| 6M | +20.6% | +62.8% | -42.2% | +15.4% |
| YTD | +32.4% | +68.3% | -35.9% | +26.1% |
| 1Y | +8.8% | +28.5% | -19.7% | +4.1% |
| All | -12.4% | +554.0% | -566.4% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling