-9.7%
NOC vs OUST
+33.5%
-43.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.5% |
| 7D | -5.2% | +5.2% | -10.4% | -5.2% |
| 30D | -7.2% | -19.3% | +12.1% | -7.3% |
| 3M | -5.1% | -22.6% | +17.5% | -5.3% |
| 6M | -31.1% | +62.8% | -93.9% | -33.0% |
| YTD | -8.6% | +68.3% | -76.9% | -11.3% |
| 1Y | -9.7% | +28.5% | -38.3% | -11.2% |
| All | -9.7% | +33.5% | -43.2% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling