+125.7%
NU vs OUST
+554.0%
-428.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.2% |
| 7D | +7.5% | +5.2% | +2.3% | +6.9% |
| 30D | +6.1% | -19.3% | +25.4% | +8.4% |
| 3M | +26.8% | -22.6% | +49.5% | +27.5% |
| 6M | +2.5% | +62.8% | -60.3% | -6.9% |
| YTD | -8.2% | +68.3% | -76.5% | -17.3% |
| 1Y | +3.4% | +28.5% | -25.2% | -5.5% |
| All | +125.7% | +554.0% | -428.3% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling