+21.2%
OUST vs DVA
+62.2%
-41.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +5.8% | +10.0% | +16.3% |
| 7D | -0.2% | +4.7% | -5.0% | +0.3% |
| 30D | -24.0% | +7.8% | -31.8% | -23.2% |
| 3M | -29.9% | -15.5% | -14.4% | -31.0% |
| 6M | +19.1% | +25.0% | -5.9% | +22.7% |
| YTD | +55.0% | +69.6% | -14.6% | +59.9% |
| 1Y | +21.2% | +60.6% | -39.4% | +25.5% |
| All | +21.2% | +62.2% | -41.0% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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