-24.1%
NU vs OUST
+11.1%
-35.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +15.7% | -12.5% | +1.4% |
| 7D | +0.2% | -0.2% | +0.4% | 0.0% |
| 30D | -21.0% | -24.0% | +3.0% | -18.9% |
| 3M | -16.3% | -29.9% | +13.6% | -13.7% |
| 6M | -15.3% | +19.1% | -34.5% | -20.8% |
| YTD | -28.4% | +55.0% | -83.4% | -38.0% |
| 1Y | -24.1% | +21.2% | -45.3% | -32.4% |
| All | -24.1% | +11.1% | -35.2% | -32.4% |
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