+133.1%
NOK vs OUST
-60.6%
+193.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +2.2% | +14.0% | -11.8% | +0.9% |
| 30D | -14.7% | +2.5% | -17.3% | -15.1% |
| 3M | -10.6% | -15.3% | +4.7% | -9.6% |
| 6M | -39.4% | +42.6% | -82.0% | -41.2% |
| YTD | +30.4% | +76.6% | -46.2% | +24.2% |
| 1Y | +22.3% | +54.1% | -31.7% | +17.2% |
| 3Y | +157.6% | +675.3% | -517.7% | +110.0% |
| 5Y | +64.6% | -45.1% | +109.6% | +38.4% |
| All | +133.1% | -60.6% | +193.7% | +84.0% |
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