-65.5%
OUST vs DVA
+95.1%
-160.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.3% | -8.8% | -8.6% |
| 7D | -3.8% | -8.8% | +5.0% | -2.6% |
| 30D | +5.1% | -3.4% | +8.4% | +5.3% |
| 3M | -25.8% | -2.6% | -23.2% | -25.9% |
| 6M | -2.0% | -11.9% | +9.9% | -1.2% |
| YTD | +54.7% | +53.6% | +1.1% | +37.3% |
| 1Y | +48.8% | +41.9% | +6.9% | +34.5% |
| 3Y | +607.8% | +97.5% | +510.3% | +500.1% |
| 5Y | -52.7% | +65.0% | -117.7% | -60.0% |
| All | -65.5% | +95.1% | -160.6% | -71.1% |
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