+70.7%
NEM vs OUST
+30.2%
+40.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.0% |
| 7D | +0.3% | +5.2% | -4.9% | -0.2% |
| 30D | +23.1% | -19.3% | +42.3% | +25.3% |
| 3M | +18.5% | -22.6% | +41.1% | +18.4% |
| 6M | +7.8% | +62.8% | -55.0% | -1.4% |
| YTD | +29.1% | +68.3% | -39.2% | +16.7% |
| All | +70.7% | +30.2% | +40.5% | +50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling