+32.5%
OUST vs DTE
+4.2%
+28.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +3.3% |
| 7D | +12.7% | +0.9% | +11.8% | +13.1% |
| 30D | -13.6% | -1.9% | -11.8% | -14.4% |
| 3M | -8.3% | -3.3% | -5.0% | -11.6% |
| 6M | +85.0% | -7.1% | +92.1% | +80.3% |
| YTD | +73.2% | +8.1% | +65.1% | +48.5% |
| 1Y | +32.5% | +5.3% | +27.2% | +29.2% |
| All | +32.5% | +4.2% | +28.3% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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