+14.5%
NU vs OUST
-43.0%
+57.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.3% | -3.3% |
| 7D | +0.8% | +19.9% | -19.2% | -2.4% |
| 30D | -24.1% | +3.6% | -27.7% | -25.0% |
| 3M | -12.8% | -20.6% | +7.9% | -10.4% |
| 6M | -10.9% | +35.1% | -45.9% | -20.3% |
| YTD | -29.3% | +69.1% | -98.5% | -40.5% |
| 1Y | -26.9% | +49.9% | -76.8% | -37.4% |
| 3Y | +38.8% | +642.4% | -603.5% | -29.1% |
| All | +14.5% | -43.0% | +57.5% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling