+487.7%
NUE vs OUST
-60.6%
+548.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -2.4% | +14.0% | -16.4% | -3.4% |
| 30D | +3.8% | +2.5% | +1.2% | +3.2% |
| 3M | -3.7% | -15.3% | +11.7% | -3.1% |
| 6M | +13.2% | +42.6% | -29.4% | +7.1% |
| YTD | +61.6% | +76.6% | -15.0% | +49.1% |
| 1Y | +83.6% | +54.1% | +29.5% | +70.8% |
| 3Y | +78.6% | +675.3% | -596.6% | +34.9% |
| 5Y | +148.0% | -45.1% | +193.1% | +109.1% |
| All | +487.7% | -60.6% | +548.3% | +392.1% |
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