-65.4%
OUST vs DOC
-4.3%
-61.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +3.1% | +12.6% | +13.7% |
| 7D | -0.2% | +8.7% | -8.9% | -5.5% |
| 30D | -24.0% | +7.6% | -31.6% | -27.9% |
| 3M | -29.9% | -5.3% | -24.6% | -28.0% |
| 6M | +19.1% | +27.6% | -8.5% | -4.3% |
| YTD | +55.0% | +32.4% | +22.6% | +19.5% |
| 1Y | +21.2% | +22.9% | -1.7% | -1.3% |
| 3Y | +626.0% | +43.1% | +582.9% | +415.8% |
| 5Y | -51.6% | -21.4% | -30.2% | -53.4% |
| All | -65.4% | -4.3% | -61.2% | -67.7% |
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