+148.7%
NI vs OUST
-60.6%
+209.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.6% | +14.0% | -13.4% | +0.4% |
| 30D | +11.2% | +2.5% | +8.7% | +11.1% |
| 3M | +9.2% | -15.3% | +24.5% | +9.2% |
| 6M | -1.8% | +42.6% | -44.5% | -2.7% |
| YTD | +12.0% | +76.6% | -64.6% | +10.5% |
| 1Y | +6.4% | +54.1% | -47.6% | +5.2% |
| 3Y | +99.4% | +675.3% | -575.9% | +90.0% |
| 5Y | +113.1% | -45.1% | +158.2% | +98.9% |
| All | +148.7% | -60.6% | +209.3% | +130.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling