-22.5%
NOW vs OUST
-52.6%
+30.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +15.7% | -16.1% | -2.0% |
| 7D | -27.5% | -0.2% | -27.3% | -27.5% |
| 30D | -20.0% | -24.0% | +3.9% | -18.0% |
| 3M | -7.9% | -29.9% | +22.0% | -5.4% |
| 6M | +18.3% | +19.1% | -0.8% | +10.2% |
| YTD | -29.0% | +55.0% | -84.0% | -36.8% |
| 1Y | -38.7% | +21.2% | -59.9% | -43.9% |
| 3Y | -10.3% | +626.0% | -636.3% | -45.4% |
| 5Y | -22.5% | -51.6% | +29.1% | -13.9% |
| All | -22.5% | -52.6% | +30.1% | -13.9% |
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