-67.5%
NKE vs OUST
-64.1%
-3.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +14.0% | -16.5% | -3.1% |
| 7D | -0.2% | +17.0% | -17.2% | -1.0% |
| 30D | +12.3% | -16.5% | +28.8% | +13.0% |
| 3M | -7.1% | -23.7% | +16.5% | -6.5% |
| 6M | -10.3% | +18.4% | -28.7% | -13.4% |
| YTD | -37.8% | +60.8% | -98.6% | -41.4% |
| 1Y | -35.6% | +44.2% | -79.8% | -39.0% |
| 3Y | -61.4% | +668.1% | -729.5% | -69.7% |
| 5Y | -76.2% | -48.8% | -27.3% | -78.5% |
| All | -67.5% | -64.1% | -3.3% | -70.5% |
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