-68.0%
NKE vs OUST
-65.5%
-2.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.5% | +9.1% | +1.0% |
| 7D | -1.6% | -3.8% | +2.2% | -1.4% |
| 30D | +7.6% | +5.1% | +2.6% | +7.1% |
| 3M | -6.9% | -25.8% | +18.9% | -6.1% |
| 6M | -8.5% | -2.0% | -6.5% | -10.4% |
| YTD | -38.8% | +54.7% | -93.5% | -42.2% |
| 1Y | -40.6% | +48.8% | -89.4% | -43.9% |
| 3Y | -60.9% | +607.8% | -668.7% | -69.1% |
| 5Y | -75.4% | -52.7% | -22.7% | -77.8% |
| All | -68.0% | -65.5% | -2.5% | -70.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling