+128.4%
NEM vs OUST
-64.1%
+192.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +14.0% | -13.0% | +0.2% |
| 7D | +13.4% | +17.0% | -3.6% | +12.3% |
| 30D | +6.5% | -16.5% | +23.0% | +7.3% |
| 3M | +14.9% | -23.7% | +38.6% | +16.1% |
| 6M | +5.5% | +18.4% | -12.9% | +2.9% |
| YTD | +21.9% | +60.8% | -38.9% | +16.6% |
| 1Y | +47.9% | +44.2% | +3.7% | +41.9% |
| 3Y | +238.2% | +668.1% | -429.9% | +187.5% |
| 5Y | +146.2% | -48.8% | +195.0% | +112.4% |
| All | +128.4% | -64.1% | +192.5% | +101.0% |
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 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