+71.0%
NEE vs OUST
+729.1%
-658.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | +2.3% | +31.9% | -29.6% | +1.8% |
| 30D | +11.5% | -4.2% | +15.7% | +11.5% |
| 3M | +2.6% | -9.3% | +11.9% | +2.6% |
| 6M | -6.0% | +51.7% | -57.6% | -7.6% |
| YTD | +9.8% | +76.6% | -66.8% | +7.2% |
| 1Y | +4.7% | +48.9% | -44.2% | +2.5% |
| 3Y | +71.0% | +675.3% | -604.2% | +43.8% |
| All | +71.0% | +729.1% | -658.0% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling