+154.6%
NEM vs OUST
-56.2%
+210.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -1.9% |
| 7D | +0.3% | +5.2% | -4.9% | 0.0% |
| 30D | +23.1% | -19.3% | +42.3% | +24.5% |
| 3M | +18.5% | -22.6% | +41.1% | +18.8% |
| 6M | +7.8% | +62.8% | -55.0% | +3.0% |
| YTD | +29.1% | +68.3% | -39.2% | +22.8% |
| 1Y | +72.7% | +28.5% | +44.1% | +65.0% |
| 3Y | +248.7% | +554.0% | -305.3% | +189.4% |
| All | +154.6% | -56.2% | +210.8% | +111.4% |
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 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