-62.4%
OUST vs DTE
+57.8%
-120.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | +5.2% | +0.2% | +5.1% | +5.2% |
| 30D | -19.3% | -2.6% | -16.7% | -18.6% |
| 3M | -22.6% | -3.9% | -18.7% | -22.6% |
| 6M | +62.8% | -7.9% | +70.7% | +65.0% |
| YTD | +68.3% | +7.2% | +61.2% | +59.9% |
| 1Y | +28.5% | +3.1% | +25.5% | +24.3% |
| 3Y | +554.0% | +47.6% | +506.5% | +454.8% |
| 5Y | -56.2% | +32.7% | -88.9% | -62.2% |
| All | -62.4% | +57.8% | -120.2% | -67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling