+18.4%
NOK vs OUST
+41.3%
-22.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | -2.7% | +31.9% | -34.6% | -10.4% |
| 30D | -20.4% | -4.2% | -16.2% | -20.1% |
| 3M | -9.6% | -9.3% | -0.4% | -8.6% |
| 6M | -35.6% | +51.7% | -87.3% | -41.7% |
| YTD | +27.5% | +76.6% | -49.1% | +8.6% |
| 1Y | +18.4% | +48.9% | -30.5% | +3.3% |
| All | +18.4% | +41.3% | -22.9% | +3.3% |
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 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