-98.8%
NVD vs OUST
+547.1%
-645.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +10.8% | -2.1% | +11.3% |
| 7D | +23.8% | +36.7% | -12.9% | +34.2% |
| 30D | +57.0% | -3.3% | +60.3% | +58.6% |
| 3M | +41.6% | -11.1% | +52.7% | +43.0% |
| 6M | +17.6% | +53.1% | -35.5% | +44.4% |
| YTD | -21.4% | +78.2% | -99.6% | +5.2% |
| 1Y | -23.3% | +50.0% | -73.3% | +0.1% |
| 3Y | -98.7% | +836.2% | -934.8% | -97.1% |
| All | -98.8% | +547.1% | -645.9% | -97.5% |
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