+475.1%
NUE vs OUST
-61.4%
+536.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.0% |
| 7D | +1.8% | +12.7% | -10.9% | +0.9% |
| 30D | -6.0% | -13.6% | +7.7% | -5.1% |
| 3M | +1.4% | -8.3% | +9.7% | +0.3% |
| 6M | +52.8% | +85.0% | -32.1% | +41.9% |
| YTD | +58.1% | +73.2% | -15.1% | +46.9% |
| 1Y | +80.4% | +32.5% | +47.9% | +69.3% |
| 3Y | +62.3% | +643.8% | -581.6% | +23.1% |
| 5Y | +146.2% | -52.1% | +198.3% | +110.0% |
| All | +475.1% | -61.4% | +536.4% | +384.6% |
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 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