-68.5%
OUST vs DOC
-4.5%
-64.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.2% | -8.8% | -8.8% |
| 7D | -5.0% | +6.2% | -11.3% | -8.6% |
| 30D | -32.0% | +6.5% | -38.5% | -35.1% |
| 3M | -32.4% | -6.2% | -26.1% | -30.0% |
| 6M | +6.7% | +25.6% | -18.9% | -13.2% |
| YTD | +41.0% | +32.1% | +9.0% | +8.9% |
| 1Y | +18.0% | +20.3% | -2.3% | -2.1% |
| 3Y | +560.6% | +42.7% | +517.9% | +370.2% |
| 5Y | -55.1% | -22.2% | -33.0% | -56.6% |
| All | -68.5% | -4.5% | -64.0% | -70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling