+38.9%
NOW vs OUST
-62.4%
+101.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.6% | -3.1% |
| 7D | -2.4% | +5.2% | -7.6% | -2.9% |
| 30D | +20.5% | -19.3% | +39.8% | +22.7% |
| 3M | +18.3% | -22.6% | +41.0% | +18.4% |
| 6M | +24.1% | +62.8% | -38.7% | +11.6% |
| YTD | -7.8% | +68.3% | -76.1% | -17.9% |
| 1Y | -21.4% | +28.5% | -49.9% | -28.9% |
| 3Y | +19.5% | +554.0% | -534.5% | -23.4% |
| 5Y | +4.1% | -56.2% | +60.3% | -7.7% |
| All | +38.9% | -62.4% | +101.3% | +27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling