+32.5%
NEE vs OUST
-60.6%
+93.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.8% | +14.0% | -16.7% | -3.3% |
| 30D | +9.5% | +2.5% | +7.0% | +9.2% |
| 3M | +1.0% | -15.3% | +16.4% | +1.3% |
| 6M | -8.0% | +42.6% | -50.6% | -10.5% |
| YTD | +9.4% | +76.6% | -67.2% | +5.1% |
| 1Y | +3.1% | +54.1% | -50.9% | -0.5% |
| 3Y | +70.5% | +675.3% | -604.8% | +45.1% |
| 5Y | +15.2% | -45.1% | +60.3% | +4.3% |
| All | +32.5% | -60.6% | +93.1% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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