+65.3%
NSC vs OUST
-64.1%
+129.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +14.0% | -16.8% | -3.4% |
| 7D | -6.6% | +17.0% | -23.6% | -7.3% |
| 30D | +2.2% | -16.5% | +18.7% | +2.7% |
| 3M | -6.2% | -23.7% | +17.5% | -5.5% |
| 6M | +1.7% | +18.4% | -16.7% | -1.1% |
| YTD | +12.2% | +60.8% | -48.6% | +6.9% |
| 1Y | +15.4% | +44.2% | -28.8% | +10.3% |
| 3Y | +73.3% | +668.1% | -594.8% | +43.0% |
| 5Y | +24.7% | -48.8% | +73.5% | +9.6% |
| All | +65.3% | -64.1% | +129.5% | +44.1% |
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