-60.6%
OUST vs DVA
+105.1%
-165.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.3% |
| 7D | +14.0% | -4.8% | +18.7% | +14.6% |
| 30D | +2.5% | +0.9% | +1.6% | +2.2% |
| 3M | -15.3% | +2.9% | -18.2% | -16.0% |
| 6M | +42.6% | -7.8% | +50.4% | +42.8% |
| YTD | +76.6% | +61.5% | +15.1% | +55.7% |
| 1Y | +54.1% | +50.1% | +4.0% | +38.1% |
| 3Y | +675.3% | +121.1% | +554.1% | +546.1% |
| 5Y | -45.1% | +72.9% | -118.0% | -53.9% |
| All | -60.6% | +105.1% | -165.7% | -67.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling