+70.1%
NSC vs OUST
-68.5%
+138.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.0% | +4.7% | -3.9% |
| 7D | -3.8% | -5.0% | +1.3% | -3.6% |
| 30D | +4.1% | -32.0% | +36.1% | +5.6% |
| 3M | -3.3% | -32.4% | +29.1% | -2.0% |
| 6M | +5.9% | +6.7% | -0.8% | +3.5% |
| YTD | +15.5% | +41.0% | -25.5% | +10.7% |
| 1Y | +19.3% | +18.0% | +1.4% | +15.2% |
| 3Y | +79.0% | +560.6% | -481.6% | +48.8% |
| 5Y | +28.3% | -55.1% | +83.4% | +13.4% |
| All | +70.1% | -68.5% | +138.7% | +49.2% |
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