+465.9%
NUE vs OUST
-65.5%
+531.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -8.5% | +5.1% | -2.9% |
| 7D | +2.8% | -3.8% | +6.5% | +3.0% |
| 30D | -2.1% | +5.1% | -7.1% | -2.7% |
| 3M | -7.3% | -25.8% | +18.5% | -5.9% |
| 6M | +8.9% | -2.0% | +10.9% | +6.2% |
| YTD | +55.6% | +54.7% | +0.9% | +45.0% |
| 1Y | +74.7% | +48.8% | +25.9% | +62.9% |
| 3Y | +71.7% | +607.8% | -536.2% | +30.4% |
| 5Y | +141.2% | -52.7% | +193.9% | +105.5% |
| All | +465.9% | -65.5% | +531.4% | +378.3% |
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