-62.4%
OUST vs DOC
-3.0%
-59.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.9% |
| 7D | +5.2% | -1.5% | +6.7% | +6.3% |
| 30D | -19.3% | -4.8% | -14.5% | -16.9% |
| 3M | -22.6% | +6.9% | -29.5% | -27.6% |
| 6M | +62.8% | +20.7% | +42.0% | +36.9% |
| YTD | +68.3% | +34.1% | +34.2% | +29.2% |
| 1Y | +28.5% | +22.6% | +5.9% | +6.2% |
| 3Y | +554.0% | +20.8% | +533.2% | +425.5% |
| 5Y | -56.2% | -24.9% | -31.4% | -57.6% |
| All | -62.4% | -3.0% | -59.4% | -65.1% |
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