+36.0%
NEE vs OUST
-68.5%
+104.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.0% | +8.8% | +0.1% |
| 7D | +7.4% | -5.0% | +12.5% | +7.6% |
| 30D | +13.3% | -32.0% | +45.4% | +14.6% |
| 3M | +3.5% | -32.4% | +35.9% | +4.5% |
| 6M | -7.0% | +6.7% | -13.7% | -8.6% |
| YTD | +12.3% | +41.0% | -28.7% | +8.7% |
| 1Y | +10.5% | +18.0% | -7.4% | +7.6% |
| 3Y | +62.5% | +560.6% | -498.1% | +38.8% |
| 5Y | +18.0% | -55.1% | +73.1% | +7.7% |
| All | +36.0% | -68.5% | +104.5% | +23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling