+123.8%
NEM vs OUST
-60.6%
+184.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.3% | +14.0% | -13.6% | -0.5% |
| 30D | +1.1% | +2.5% | -1.4% | +0.7% |
| 3M | +1.3% | -15.3% | +16.6% | +1.7% |
| 6M | -1.4% | +42.6% | -44.0% | -4.8% |
| YTD | +19.4% | +76.6% | -57.2% | +13.6% |
| 1Y | +32.9% | +54.1% | -21.1% | +27.1% |
| 3Y | +267.0% | +675.3% | -408.2% | +211.4% |
| 5Y | +131.0% | -45.1% | +176.1% | +98.3% |
| All | +123.8% | -60.6% | +184.4% | +95.8% |
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 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