+103.1%
NI vs OUST
+594.6%
-491.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.5% | +9.0% | +0.6% |
| 7D | +4.3% | -3.8% | +8.1% | +4.3% |
| 30D | +12.4% | +5.1% | +7.3% | +12.2% |
| 3M | +10.2% | -25.8% | +36.0% | +10.5% |
| 6M | -0.8% | -2.0% | +1.2% | -1.3% |
| YTD | +13.2% | +54.7% | -41.5% | +11.4% |
| 1Y | +10.1% | +48.8% | -38.7% | +8.3% |
| 3Y | +103.1% | +607.8% | -504.7% | +75.5% |
| All | +103.1% | +594.6% | -491.5% | +75.5% |
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