+106.7%
NI vs OUST
-49.1%
+155.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.0% | -14.7% | -0.8% |
| 7D | -0.9% | +17.0% | -17.9% | -1.2% |
| 30D | +9.6% | -16.5% | +26.1% | +9.8% |
| 3M | +2.5% | -23.7% | +26.1% | +2.7% |
| 6M | -5.8% | +18.4% | -24.2% | -6.6% |
| YTD | +8.6% | +60.8% | -52.2% | +6.8% |
| 1Y | +6.0% | +44.2% | -38.2% | +4.4% |
| 3Y | +91.0% | +668.1% | -577.1% | +78.5% |
| All | +106.7% | -49.1% | +155.8% | +89.0% |
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