+0.7%
NLY vs OUST
+11.1%
-10.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +15.7% | -11.9% | +3.3% |
| 7D | +3.5% | -0.2% | +3.7% | +3.4% |
| 30D | +3.6% | -24.0% | +27.6% | +4.3% |
| 3M | -13.6% | -29.9% | +16.3% | -12.9% |
| 6M | -9.1% | +19.1% | -28.3% | -11.9% |
| YTD | -6.1% | +55.0% | -61.0% | -10.5% |
| 1Y | +0.7% | +21.2% | -20.5% | -3.6% |
| All | +0.7% | +11.1% | -10.3% | -3.6% |
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