-1.0%
NOC vs OUST
+41.3%
-42.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.7% |
| 7D | -0.3% | +31.9% | -32.2% | +0.6% |
| 30D | +14.1% | -4.2% | +18.3% | +14.6% |
| 3M | -4.6% | -9.3% | +4.6% | -4.2% |
| 6M | +0.7% | +51.7% | -50.9% | -0.7% |
| YTD | -2.6% | +76.6% | -79.2% | -5.2% |
| 1Y | -1.0% | +48.9% | -49.9% | -3.2% |
| All | -1.0% | +41.3% | -42.3% | -3.2% |
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