-64.1%
OUST vs DTE
+58.1%
-122.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.2% | +13.9% | +14.0% |
| 7D | +17.0% | -0.3% | +17.3% | +17.2% |
| 30D | -16.5% | +6.2% | -22.7% | -18.0% |
| 3M | -23.7% | -2.6% | -21.1% | -23.0% |
| 6M | +18.4% | -3.5% | +21.9% | +18.3% |
| YTD | +60.8% | +7.4% | +53.4% | +52.7% |
| 1Y | +44.2% | +4.2% | +40.0% | +38.8% |
| 3Y | +668.1% | +51.7% | +616.4% | +549.1% |
| 5Y | -48.8% | +39.7% | -88.5% | -55.6% |
| All | -64.1% | +58.1% | -122.2% | -69.0% |
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 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