+82.5%
NUE vs OUST
+33.5%
+49.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | +4.2% | +5.2% | -1.0% | +3.9% |
| 30D | -5.0% | -19.3% | +14.3% | -4.0% |
| 3M | -0.2% | -22.6% | +22.4% | 0.0% |
| 6M | +49.1% | +62.8% | -13.6% | +38.0% |
| YTD | +61.0% | +68.3% | -7.3% | +47.9% |
| 1Y | +82.5% | +28.5% | +54.0% | +72.7% |
| All | +82.5% | +33.5% | +49.0% | +72.7% |
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