-64.1%
OUST vs DAR
+21.1%
-85.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.0% | +15.0% | +14.4% |
| 7D | +17.0% | -9.9% | +26.9% | +22.2% |
| 30D | -16.5% | -16.4% | -0.1% | -10.4% |
| 3M | -23.7% | -17.1% | -6.6% | -18.4% |
| 6M | +18.4% | -20.5% | +38.8% | +28.5% |
| YTD | +60.8% | +39.4% | +21.4% | +35.7% |
| 1Y | +44.2% | +57.2% | -13.0% | +15.2% |
| 3Y | +668.1% | +13.9% | +654.2% | +584.3% |
| 5Y | -48.8% | -40.8% | -8.0% | -44.8% |
| All | -64.1% | +21.1% | -85.2% | -65.1% |
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