-61.4%
OUST vs DVA
+101.3%
-162.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +5.0% | +3.2% |
| 7D | +12.7% | +2.2% | +10.5% | +12.3% |
| 30D | -13.6% | -2.0% | -11.6% | -13.4% |
| 3M | -8.3% | -6.3% | -2.0% | -8.0% |
| 6M | +85.0% | +19.4% | +65.5% | +76.5% |
| YTD | +73.2% | +58.5% | +14.8% | +53.7% |
| 1Y | +32.5% | +33.9% | -1.4% | +22.2% |
| 3Y | +643.8% | +88.4% | +555.4% | +534.8% |
| 5Y | -52.1% | +39.5% | -91.6% | -60.9% |
| All | -61.4% | +101.3% | -162.6% | -67.6% |
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