-98.5%
NVD vs OUST
+461.7%
-560.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -8.5% | +12.4% | +1.9% |
| 7D | +28.6% | -3.8% | +32.4% | +27.6% |
| 30D | +73.6% | +5.1% | +68.6% | +78.8% |
| 3M | +70.1% | -25.8% | +95.9% | +64.9% |
| 6M | +53.6% | -2.0% | +55.6% | +68.9% |
| YTD | -7.0% | +54.7% | -61.7% | +20.6% |
| 1Y | -9.0% | +48.8% | -57.8% | +18.2% |
| 3Y | -98.3% | +607.8% | -706.2% | -96.7% |
| All | -98.5% | +461.7% | -560.3% | -97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling