+111.9%
NI vs OUST
-45.2%
+157.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.5% |
| 7D | +1.5% | +31.9% | -30.4% | +1.1% |
| 30D | +11.9% | -4.2% | +16.1% | +11.9% |
| 3M | +9.1% | -9.3% | +18.4% | +9.1% |
| 6M | -1.8% | +51.7% | -53.4% | -3.0% |
| YTD | +11.4% | +76.6% | -65.3% | +9.4% |
| 1Y | +6.4% | +48.9% | -42.5% | +4.8% |
| 3Y | +98.2% | +675.3% | -577.0% | +84.9% |
| All | +111.9% | -45.2% | +157.1% | +97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling