-98.5%
NVD vs OUST
+692.9%
-791.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | +27.3% | +14.0% | +13.4% | +32.3% |
| 30D | +59.9% | +2.5% | +57.4% | +63.8% |
| 3M | +39.4% | -15.3% | +54.7% | +39.2% |
| 6M | +27.6% | +42.6% | -15.0% | +54.3% |
| YTD | -17.9% | +76.6% | -94.5% | +9.9% |
| 1Y | -14.5% | +54.1% | -68.5% | +12.5% |
| All | -98.5% | +692.9% | -791.5% | -97.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling