+61.3%
NLY vs OUST
-63.7%
+125.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -2.5% |
| 7D | -3.6% | -1.7% | -2.0% | -3.5% |
| 30D | -4.9% | -21.9% | +17.0% | -3.5% |
| 3M | +6.2% | -8.2% | +14.4% | +5.2% |
| 6M | +4.5% | +57.5% | -53.0% | -1.6% |
| YTD | +5.1% | +62.8% | -57.7% | -1.6% |
| 1Y | +13.5% | +24.5% | -11.0% | +7.0% |
| 3Y | +65.6% | +599.0% | -533.4% | +24.9% |
| 5Y | +26.9% | -54.9% | +81.8% | +7.6% |
| All | +61.3% | -63.7% | +125.0% | +36.0% |
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