+92.8%
NOC vs OUST
-65.5%
+158.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.5% | +8.8% | +0.1% |
| 7D | +4.8% | -3.8% | +8.6% | +4.8% |
| 30D | +11.0% | +5.1% | +6.0% | +11.2% |
| 3M | -3.8% | -25.8% | +22.0% | -3.9% |
| 6M | +0.6% | -2.0% | +2.7% | +0.9% |
| YTD | -2.3% | +54.7% | -57.0% | -1.6% |
| 1Y | +0.3% | +48.8% | -48.5% | +0.9% |
| 3Y | +24.6% | +607.8% | -583.2% | +28.2% |
| 5Y | +66.0% | -52.7% | +118.7% | +66.6% |
| All | +92.8% | -65.5% | +158.3% | +92.5% |
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