-98.8%
NVD vs OUST
+626.4%
-725.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +14.0% | -19.5% | -2.1% |
| 7D | +16.8% | +17.0% | -0.2% | +22.3% |
| 30D | +54.3% | -16.5% | +70.8% | +51.0% |
| 3M | +24.3% | -23.7% | +47.9% | +21.3% |
| 6M | +0.6% | +18.4% | -17.8% | +16.7% |
| YTD | -27.7% | +60.8% | -88.5% | -5.4% |
| 1Y | -29.4% | +44.2% | -73.6% | -8.7% |
| 3Y | -98.8% | +668.1% | -766.9% | -97.8% |
| All | -98.8% | +626.4% | -725.2% | -97.8% |
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