+607.8%
OUST vs DTE
+57.1%
+550.7%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.4% | -8.9% | -8.7% |
| 7D | -3.8% | +3.4% | -7.2% | -5.1% |
| 30D | +5.1% | +8.9% | -3.8% | +1.6% |
| 3M | -25.8% | +1.1% | -26.9% | -26.0% |
| 6M | -2.0% | +0.1% | -2.1% | -4.1% |
| YTD | +54.7% | +11.1% | +43.7% | +37.6% |
| 1Y | +48.8% | +4.9% | +43.9% | +38.6% |
| 3Y | +607.8% | +58.6% | +549.3% | +246.7% |
| All | +607.8% | +57.1% | +550.7% | +246.7% |
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