+118.0%
NOK vs OUST
+33.5%
+84.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.3% |
| 7D | -1.8% | +5.2% | -7.0% | -2.8% |
| 30D | +4.7% | -19.3% | +24.0% | +9.0% |
| 3M | -39.7% | -22.6% | -17.0% | -37.7% |
| 6M | +23.1% | +62.8% | -39.7% | +16.1% |
| YTD | +55.0% | +68.3% | -13.3% | +44.6% |
| 1Y | +118.0% | +28.5% | +89.5% | +95.5% |
| All | +118.0% | +33.5% | +84.6% | +95.5% |
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 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