+16.9%
NU vs OUST
-40.5%
+57.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.1% |
| 7D | +4.0% | +31.9% | -27.8% | -0.9% |
| 30D | -25.1% | -4.2% | -20.9% | -25.1% |
| 3M | -12.8% | -9.3% | -3.6% | -12.5% |
| 6M | -12.5% | +51.7% | -64.1% | -23.4% |
| YTD | -27.8% | +76.6% | -104.5% | -39.7% |
| 1Y | -24.6% | +48.9% | -73.5% | -35.3% |
| 3Y | +41.8% | +675.3% | -633.5% | -28.2% |
| All | +16.9% | -40.5% | +57.4% | +42.5% |
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