+60.7%
NOK vs OUST
-53.0%
+113.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.5% | +6.0% | -1.6% |
| 7D | +5.4% | -3.8% | +9.1% | +5.8% |
| 30D | -14.1% | +5.1% | -19.2% | -14.7% |
| 3M | -23.6% | -25.8% | +2.2% | -21.4% |
| 6M | -45.1% | -2.0% | -43.1% | -45.4% |
| YTD | +24.7% | +54.7% | -30.0% | +18.9% |
| 1Y | +19.0% | +48.8% | -29.8% | +13.5% |
| 3Y | +147.0% | +607.8% | -460.8% | +87.2% |
| All | +60.7% | -53.0% | +113.8% | +59.7% |
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