+617.1%
OUST vs DTE
+48.5%
+568.7%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | +5.2% | +0.2% | +5.1% | +5.1% |
| 30D | -19.3% | -2.6% | -16.7% | -18.3% |
| 3M | -22.6% | -3.9% | -18.7% | -22.9% |
| 6M | +62.8% | -7.9% | +70.7% | +65.8% |
| YTD | +68.3% | +7.2% | +61.2% | +52.0% |
| 1Y | +28.5% | +3.1% | +25.5% | +20.1% |
| All | +617.1% | +48.5% | +568.7% | +334.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling