-48.3%
OUST vs DAR
-29.6%
-18.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.2% | -6.4% | -5.2% |
| 7D | +19.9% | +9.2% | +10.7% | +15.1% |
| 30D | +3.6% | -12.3% | +15.9% | +9.8% |
| 3M | -20.6% | -12.7% | -7.9% | -16.5% |
| 6M | +35.1% | -12.8% | +47.8% | +41.1% |
| YTD | +69.1% | +53.8% | +15.4% | +34.0% |
| 1Y | +49.9% | +60.3% | -10.3% | +16.2% |
| 3Y | +642.4% | +31.7% | +610.6% | +512.0% |
| 5Y | -48.3% | -27.7% | -20.6% | -48.8% |
| All | -48.3% | -29.6% | -18.7% | -48.8% |
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