-46.9%
NKE vs OUST
+34.0%
-80.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -0.8% |
| 7D | -0.1% | +12.7% | -12.8% | -0.1% |
| 30D | -7.7% | -13.6% | +6.0% | -7.7% |
| 3M | -10.9% | -8.3% | -2.6% | -11.7% |
| 6M | -31.9% | +85.0% | -116.8% | -35.0% |
| YTD | -38.6% | +73.2% | -111.9% | -41.3% |
| 1Y | -46.9% | +32.5% | -79.4% | -48.6% |
| All | -46.9% | +34.0% | -80.9% | -48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling