-24.9%
NU vs OUST
+28.6%
-53.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +14.0% | -11.5% | +0.7% |
| 7D | +3.6% | +17.0% | -13.4% | +1.4% |
| 30D | -22.8% | -16.5% | -6.3% | -21.6% |
| 3M | -14.8% | -23.7% | +8.9% | -13.0% |
| 6M | -16.9% | +18.4% | -35.3% | -22.4% |
| YTD | -28.1% | +60.8% | -88.9% | -38.8% |
| All | -24.9% | +28.6% | -53.5% | -34.5% |
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 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