-30.2%
NVD vs OUST
+11.1%
-41.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +15.7% | -9.3% | +10.9% |
| 7D | +15.0% | -0.2% | +15.2% | +15.1% |
| 30D | +39.3% | -24.0% | +63.3% | +30.7% |
| 3M | +3.1% | -29.9% | +33.0% | -3.2% |
| 6M | -19.0% | +19.1% | -38.1% | -1.8% |
| YTD | -35.5% | +55.0% | -90.5% | -1.2% |
| 1Y | -30.2% | +21.2% | -51.4% | 0.0% |
| All | -30.2% | +11.1% | -41.3% | 0.0% |
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