+1,119.4%
NBIS vs OUST
+367.5%
+751.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.9% | +4.8% | +6.5% |
| 7D | +22.2% | +12.7% | +9.5% | +16.5% |
| 30D | +29.7% | -13.6% | +43.4% | +38.5% |
| 3M | +11.9% | -8.3% | +20.2% | +14.2% |
| 6M | +173.0% | +85.0% | +88.1% | +111.6% |
| YTD | +191.4% | +73.2% | +118.1% | +130.5% |
| 1Y | +280.7% | +32.5% | +248.2% | +217.6% |
| All | +1,119.4% | +367.5% | +751.9% | +551.5% |
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 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