+28.5%
OUST vs DOC
+23.9%
+4.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +1.9% |
| 7D | +5.2% | -1.5% | +6.7% | +5.4% |
| 30D | -19.3% | -4.8% | -14.5% | -18.7% |
| 3M | -22.6% | +6.9% | -29.5% | -24.8% |
| 6M | +62.8% | +20.7% | +42.0% | +52.0% |
| YTD | +68.3% | +34.1% | +34.2% | +43.8% |
| 1Y | +28.5% | +22.6% | +5.9% | +20.6% |
| All | +28.5% | +23.9% | +4.7% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling