+327.1%
NET vs OUST
+554.0%
-227.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.6% | -2.2% |
| 7D | -7.0% | +5.2% | -12.2% | -7.7% |
| 30D | -4.8% | -19.3% | +14.5% | -2.1% |
| 3M | +3.8% | -22.6% | +26.5% | +4.7% |
| 6M | +50.0% | +62.8% | -12.7% | +31.5% |
| YTD | +41.5% | +68.3% | -26.9% | +22.2% |
| 1Y | +32.8% | +28.5% | +4.3% | +18.0% |
| All | +327.1% | +554.0% | -227.0% | +151.2% |
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