+114.4%
NI vs OUST
-48.5%
+162.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +0.6% |
| 7D | +3.1% | +19.9% | -16.8% | +2.8% |
| 30D | +11.2% | +3.6% | +7.6% | +11.0% |
| 3M | +9.8% | -20.6% | +30.5% | +10.0% |
| 6M | -1.6% | +35.1% | -36.7% | -2.7% |
| YTD | +12.6% | +69.1% | -56.5% | +10.7% |
| 1Y | +7.8% | +49.9% | -42.1% | +6.1% |
| 3Y | +100.5% | +642.4% | -541.9% | +87.1% |
| 5Y | +114.4% | -48.3% | +162.7% | +100.3% |
| All | +114.4% | -48.5% | +162.9% | +100.3% |
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