+11.5%
NEE vs OUST
-53.0%
+64.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.5% | +8.3% | +0.1% |
| 7D | -2.1% | -3.8% | +1.7% | -2.0% |
| 30D | +8.6% | +5.1% | +3.6% | +8.2% |
| 3M | -0.3% | -25.8% | +25.5% | +0.4% |
| 6M | -8.9% | -2.0% | -6.9% | -10.2% |
| YTD | +8.3% | +54.7% | -46.4% | +4.0% |
| 1Y | +4.3% | +48.8% | -44.5% | +0.1% |
| 3Y | +70.7% | +607.8% | -537.1% | +41.1% |
| All | +11.5% | -53.0% | +64.5% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling