+547.5%
NBIS vs OUST
+333.9%
+213.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +14.0% | -6.4% | +1.6% |
| 7D | -16.0% | +17.0% | -33.0% | -22.0% |
| 30D | -45.4% | -16.5% | -28.9% | -41.1% |
| 3M | -31.8% | -23.7% | -8.1% | -23.6% |
| 6M | -33.6% | +18.4% | -52.0% | -39.2% |
| YTD | +54.7% | +60.8% | -6.1% | +26.0% |
| 1Y | +18.3% | +44.2% | -25.9% | -0.2% |
| All | +547.5% | +333.9% | +213.6% | +256.2% |
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