+70.2%
NSC vs OUST
-62.4%
+132.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.4% |
| 7D | -5.5% | +5.2% | -10.7% | -5.7% |
| 30D | -3.2% | -19.3% | +16.0% | -2.4% |
| 3M | +7.7% | -22.6% | +30.3% | +7.8% |
| 6M | +4.5% | +62.8% | -58.3% | +0.1% |
| YTD | +15.6% | +68.3% | -52.8% | +10.2% |
| 1Y | +19.8% | +28.5% | -8.7% | +15.0% |
| 3Y | +70.1% | +554.0% | -483.9% | +41.8% |
| 5Y | +46.1% | -56.2% | +102.3% | +29.2% |
| All | +70.2% | -62.4% | +132.7% | +48.6% |
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 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