+322.4%
NET vs OUST
+600.2%
-277.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +15.7% | -18.3% | -4.8% |
| 7D | -16.4% | -0.2% | -16.2% | -16.5% |
| 30D | -25.8% | -24.0% | -1.9% | -23.3% |
| 3M | -11.5% | -29.9% | +18.4% | -8.0% |
| 6M | +18.9% | +19.1% | -0.2% | +10.3% |
| YTD | +35.2% | +55.0% | -19.8% | +18.5% |
| 1Y | +14.5% | +21.2% | -6.7% | +3.7% |
| All | +322.4% | +600.2% | -277.8% | +165.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling