+64.3%
NOC vs OUST
-49.4%
+113.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.8% |
| 7D | -0.3% | +31.9% | -32.2% | +0.2% |
| 30D | +14.1% | -4.2% | +18.3% | +14.3% |
| 3M | -4.6% | -9.3% | +4.6% | -4.5% |
| 6M | +0.7% | +51.7% | -50.9% | +1.4% |
| YTD | -2.6% | +76.6% | -79.2% | -1.7% |
| 1Y | -1.0% | +48.9% | -49.9% | -0.2% |
| 3Y | +24.5% | +675.3% | -650.8% | +28.4% |
| 5Y | +64.3% | -44.0% | +108.4% | +60.3% |
| All | +64.3% | -49.4% | +113.8% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling