-53.8%
OUST vs DVA
+40.3%
-94.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.4% |
| 7D | +5.2% | +1.8% | +3.4% | +4.9% |
| 30D | -19.3% | -2.5% | -16.8% | -19.0% |
| 3M | -22.6% | -4.3% | -18.4% | -22.6% |
| 6M | +62.8% | +18.9% | +43.9% | +54.0% |
| YTD | +68.3% | +61.9% | +6.4% | +44.6% |
| 1Y | +28.5% | +35.7% | -7.2% | +16.1% |
| 3Y | +554.0% | +78.6% | +475.4% | +437.5% |
| All | -53.8% | +40.3% | -94.1% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling