+0.2%
NOW vs OUST
-64.1%
+64.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.0% | -14.4% | -1.8% |
| 7D | -3.0% | +17.0% | -20.0% | -4.8% |
| 30D | -26.0% | -16.5% | -9.5% | -24.9% |
| 3M | -13.1% | -23.7% | +10.6% | -11.6% |
| 6M | +14.5% | +18.4% | -3.9% | +6.9% |
| YTD | -33.4% | +60.8% | -94.2% | -40.9% |
| 1Y | -40.6% | +44.2% | -84.8% | -46.7% |
| 3Y | -16.3% | +668.1% | -684.4% | -47.9% |
| 5Y | -26.3% | -48.8% | +22.5% | -36.0% |
| All | +0.2% | -64.1% | +64.4% | -8.3% |
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 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