+607.8%
OUST vs DAR
+33.7%
+574.1%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +1.1% | -9.7% | -9.1% |
| 7D | -3.8% | +11.6% | -15.3% | -8.8% |
| 30D | +5.1% | -10.2% | +15.3% | +10.3% |
| 3M | -25.8% | -14.8% | -11.0% | -20.7% |
| 6M | -2.0% | -10.1% | +8.1% | +1.1% |
| YTD | +54.7% | +55.5% | -0.8% | +18.5% |
| 1Y | +48.8% | +61.7% | -12.9% | +11.4% |
| 3Y | +607.8% | +37.2% | +570.7% | +446.6% |
| All | +607.8% | +33.7% | +574.1% | +446.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling