+84.0%
NOC vs OUST
-68.5%
+152.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.0% | +9.0% | -0.1% |
| 7D | -6.6% | -5.0% | -1.6% | -6.6% |
| 30D | +8.7% | -32.0% | +40.8% | +8.3% |
| 3M | -5.4% | -32.4% | +27.0% | -5.6% |
| 6M | -5.1% | +6.7% | -11.8% | -4.9% |
| YTD | -6.8% | +41.0% | -47.8% | -6.3% |
| 1Y | -6.4% | +18.0% | -24.4% | -6.1% |
| 3Y | +17.3% | +560.6% | -543.3% | +20.6% |
| 5Y | +56.3% | -55.1% | +111.5% | +56.8% |
| All | +84.0% | -68.5% | +152.5% | +83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling