+50.3%
OUST vs DTE
+4.3%
+46.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.4% | +8.4% | +11.7% |
| 7D | +36.7% | +1.8% | +34.8% | +36.9% |
| 30D | -3.3% | +9.0% | -12.4% | +0.9% |
| 3M | -11.1% | -0.2% | -10.9% | -12.2% |
| 6M | +53.1% | +0.1% | +53.0% | +47.6% |
| YTD | +78.2% | +10.0% | +68.3% | +56.4% |
| All | +50.3% | +4.3% | +46.0% | +46.8% |
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