+18.4%
OUST vs DVA
+13.0%
+5.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.8% | +15.8% | +13.7% |
| 7D | +17.0% | +2.1% | +14.9% | +16.8% |
| 30D | -16.5% | +8.2% | -24.7% | -14.8% |
| 3M | -23.7% | +5.9% | -29.6% | -22.4% |
| 6M | +18.4% | -1.3% | +19.7% | +48.8% |
| All | +18.4% | +13.0% | +5.3% | +48.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling