+83.9%
NOC vs OUST
-64.1%
+148.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +14.0% | -14.1% | +0.1% |
| 7D | -5.8% | +17.0% | -22.8% | -5.6% |
| 30D | +10.9% | -16.5% | +27.4% | +10.8% |
| 3M | -7.1% | -23.7% | +16.6% | -7.2% |
| 6M | -5.3% | +18.4% | -23.7% | -4.9% |
| YTD | -6.8% | +60.8% | -67.6% | -6.1% |
| 1Y | -6.7% | +44.2% | -50.9% | -6.1% |
| 3Y | +17.2% | +668.1% | -650.9% | +20.7% |
| 5Y | +56.3% | -48.8% | +105.1% | +57.0% |
| All | +83.9% | -64.1% | +148.0% | +83.7% |
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