-8.9%
DXCM vs OUST
-62.4%
+53.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.1% |
| 7D | -3.2% | +5.2% | -8.4% | -3.6% |
| 30D | +6.3% | -19.3% | +25.6% | +7.8% |
| 3M | +21.1% | -22.6% | +43.7% | +21.1% |
| 6M | +20.6% | +62.8% | -42.2% | +11.8% |
| YTD | +32.4% | +68.3% | -35.9% | +21.8% |
| 1Y | +8.8% | +28.5% | -19.7% | +1.1% |
| 3Y | -13.7% | +554.0% | -567.8% | -38.2% |
| 5Y | -35.2% | -56.2% | +21.0% | -40.2% |
| All | -8.9% | -62.4% | +53.5% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling