-60.2%
OUST vs DAR
+26.8%
-87.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +4.7% | +6.2% | +8.9% |
| 7D | +36.7% | -2.8% | +39.4% | +38.3% |
| 30D | -3.3% | -12.8% | +9.5% | +2.3% |
| 3M | -11.1% | -11.6% | +0.5% | -7.5% |
| 6M | +53.1% | -16.8% | +69.8% | +63.0% |
| YTD | +78.2% | +45.9% | +32.3% | +47.7% |
| 1Y | +50.0% | +61.5% | -11.5% | +18.6% |
| 3Y | +836.2% | +23.0% | +813.2% | +709.3% |
| 5Y | -50.0% | -35.8% | -14.1% | -47.5% |
| All | -60.2% | +26.8% | -87.0% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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