+3.4%
NU vs OUST
+33.5%
-30.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.1% |
| 7D | +7.5% | +5.2% | +2.3% | +6.9% |
| 30D | +6.1% | -19.3% | +25.4% | +8.2% |
| 3M | +26.8% | -22.6% | +49.5% | +27.4% |
| 6M | +2.5% | +62.8% | -60.3% | -8.4% |
| YTD | -8.2% | +68.3% | -76.5% | -18.8% |
| 1Y | +3.4% | +28.5% | -25.2% | -6.9% |
| All | +3.4% | +33.5% | -30.1% | -6.9% |
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