+113.7%
NEM vs OUST
-65.5%
+179.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.5% | +9.0% | +0.9% |
| 7D | -6.4% | -3.8% | -2.6% | -6.2% |
| 30D | +1.4% | +5.1% | -3.6% | +0.9% |
| 3M | -0.7% | -25.8% | +25.1% | +0.5% |
| 6M | -4.5% | -2.0% | -2.5% | -5.8% |
| YTD | +14.0% | +54.7% | -40.7% | +9.3% |
| 1Y | +27.3% | +48.8% | -21.5% | +22.1% |
| 3Y | +250.5% | +607.8% | -357.3% | +199.2% |
| 5Y | +121.1% | -52.7% | +173.8% | +91.2% |
| All | +113.7% | -65.5% | +179.2% | +88.4% |
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