-16.3%
DXCM vs OUST
+626.4%
-642.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +14.0% | -20.0% | -6.4% |
| 7D | -3.5% | +17.0% | -20.5% | -4.0% |
| 30D | -5.8% | -16.5% | +10.7% | -5.5% |
| 3M | -4.3% | -23.7% | +19.3% | -3.9% |
| 6M | +31.6% | +18.4% | +13.2% | +28.0% |
| YTD | +19.6% | +60.8% | -41.1% | +13.9% |
| 1Y | +36.9% | +44.2% | -7.3% | +30.7% |
| 3Y | -16.3% | +668.1% | -684.4% | -30.3% |
| All | -16.3% | +626.4% | -642.7% | -30.3% |
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 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