+450.7%
NUE vs OUST
-64.1%
+514.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +14.0% | -14.3% | -1.3% |
| 7D | -10.6% | +17.0% | -27.5% | -11.7% |
| 30D | -0.6% | -16.5% | +15.9% | +0.3% |
| 3M | -9.7% | -23.7% | +13.9% | -8.5% |
| 6M | +5.1% | +18.4% | -13.3% | +0.7% |
| YTD | +51.4% | +60.8% | -9.4% | +40.8% |
| 1Y | +71.3% | +44.2% | +27.1% | +60.2% |
| 3Y | +66.8% | +668.1% | -601.3% | +25.7% |
| 5Y | +134.8% | -48.8% | +183.6% | +99.1% |
| All | +450.7% | -64.1% | +514.9% | +364.4% |
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