+69.5%
NI vs OUST
+611.5%
-542.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | +2.0% | +5.2% | -3.2% | +1.9% |
| 30D | -3.5% | -19.3% | +15.7% | -3.3% |
| 3M | -9.1% | -22.6% | +13.5% | -9.1% |
| 6M | -11.8% | +62.8% | -74.6% | -13.3% |
| YTD | +1.1% | +68.3% | -67.3% | -0.8% |
| 1Y | +6.7% | +28.5% | -21.8% | +4.9% |
| All | +69.5% | +611.5% | -542.0% | +43.5% |
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