+485.6%
NUE vs OUST
-62.4%
+548.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.7% |
| 7D | +4.2% | +5.2% | -1.0% | +3.8% |
| 30D | -5.0% | -19.3% | +14.3% | -3.7% |
| 3M | -0.2% | -22.6% | +22.4% | -0.1% |
| 6M | +49.1% | +62.8% | -13.6% | +39.8% |
| YTD | +61.0% | +68.3% | -7.3% | +49.9% |
| 1Y | +82.5% | +28.5% | +54.0% | +71.6% |
| 3Y | +57.9% | +554.0% | -496.1% | +21.0% |
| 5Y | +146.6% | -56.2% | +202.8% | +111.2% |
| All | +485.6% | -62.4% | +548.0% | +394.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling