-62.8%
NVD vs OUST
+30.2%
-93.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.0% | -1.0% |
| 7D | -11.1% | +5.2% | -16.3% | -9.9% |
| 30D | -13.3% | -19.3% | +6.0% | -16.6% |
| 3M | -19.8% | -22.6% | +2.8% | -18.9% |
| 6M | -48.8% | +62.8% | -111.6% | -34.4% |
| YTD | -49.7% | +68.3% | -118.0% | -32.8% |
| All | -62.8% | +30.2% | -93.0% | -49.7% |
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