+1,089.7%
NVDA vs OUST
-65.5%
+1,155.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.5% | +6.5% | -0.6% |
| 7D | -12.7% | -3.8% | -9.0% | -12.4% |
| 30D | -26.4% | +5.1% | -31.5% | -27.5% |
| 3M | -27.6% | -25.8% | -1.8% | -25.1% |
| 6M | -27.7% | -2.0% | -25.7% | -31.0% |
| YTD | -12.5% | +54.7% | -67.2% | -24.4% |
| 1Y | -12.6% | +48.8% | -61.4% | -24.4% |
| 3Y | +235.9% | +607.8% | -371.9% | +85.5% |
| 5Y | +438.2% | -52.7% | +490.9% | +353.5% |
| All | +1,089.7% | -65.5% | +1,155.2% | +944.9% |
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