+543.2%
NBIS vs OUST
+356.4%
+186.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | -4.2% | -12.6% | -15.0% |
| 7D | +6.9% | +19.9% | -13.1% | -0.9% |
| 30D | -37.8% | +3.6% | -41.4% | -38.5% |
| 3M | -50.4% | -20.6% | -29.7% | -45.2% |
| 6M | -28.2% | +35.1% | -63.2% | -37.0% |
| YTD | +53.7% | +69.1% | -15.4% | +23.0% |
| 1Y | +36.3% | +49.9% | -13.6% | +13.2% |
| All | +543.2% | +356.4% | +186.8% | +247.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling