-55.1%
OUST vs DAR
-40.1%
-15.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -3.1% | -5.9% | -7.6% |
| 7D | -5.0% | -8.1% | +3.0% | -1.4% |
| 30D | -32.0% | -17.1% | -14.9% | -26.2% |
| 3M | -32.4% | -12.3% | -20.1% | -29.3% |
| 6M | +6.7% | -21.8% | +28.5% | +17.5% |
| YTD | +41.0% | +40.8% | +0.2% | +16.3% |
| 1Y | +18.0% | +57.4% | -39.4% | -8.0% |
| 3Y | +560.6% | +12.1% | +548.5% | +484.7% |
| 5Y | -55.1% | -40.2% | -14.9% | -52.6% |
| All | -55.1% | -40.1% | -15.0% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling