+142.6%
NI vs OUST
-68.5%
+211.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.0% | +7.1% | -1.8% |
| 7D | 0.0% | -5.0% | +5.0% | 0.0% |
| 30D | +10.0% | -32.0% | +42.0% | +10.4% |
| 3M | +4.3% | -32.4% | +36.6% | +4.6% |
| 6M | -6.5% | +6.7% | -13.3% | -7.1% |
| YTD | +9.3% | +41.0% | -31.8% | +8.1% |
| 1Y | +6.4% | +18.0% | -11.5% | +5.5% |
| 3Y | +89.1% | +560.6% | -471.5% | +80.5% |
| 5Y | +106.1% | -55.1% | +161.2% | +92.9% |
| All | +142.6% | -68.5% | +211.2% | +125.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling