-60.6%
OUST vs DAR
+24.4%
-85.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.1% |
| 7D | +31.9% | -3.8% | +35.7% | +34.1% |
| 30D | -4.2% | -14.4% | +10.2% | +2.1% |
| 3M | -9.3% | -17.9% | +8.6% | -2.3% |
| 6M | +51.7% | -18.3% | +70.0% | +62.7% |
| YTD | +76.6% | +43.2% | +33.4% | +47.6% |
| 1Y | +48.9% | +57.7% | -8.8% | +18.9% |
| 3Y | +675.3% | +22.7% | +652.5% | +572.0% |
| 5Y | -44.0% | -34.0% | -10.0% | -41.7% |
| All | -60.6% | +24.4% | -85.0% | -62.1% |
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