-62.4%
OUST vs DAR
+57.3%
-119.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.5% | +2.0% |
| 7D | +5.2% | +1.4% | +3.9% | +4.4% |
| 30D | -19.3% | +12.8% | -32.0% | -23.9% |
| 3M | -22.6% | +7.4% | -30.0% | -25.5% |
| 6M | +62.8% | +22.3% | +40.5% | +47.3% |
| YTD | +68.3% | +81.1% | -12.7% | +28.0% |
| 1Y | +28.5% | +106.5% | -77.9% | -8.0% |
| 3Y | +554.0% | +5.3% | +548.7% | +493.8% |
| 5Y | -56.2% | -11.5% | -44.7% | -59.3% |
| All | -62.4% | +57.3% | -119.8% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling