+375.4%
NVDA vs OUST
+554.0%
-178.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.6% |
| 7D | +5.9% | +5.2% | +0.7% | +5.3% |
| 30D | +5.1% | -19.3% | +24.3% | +7.5% |
| 3M | +5.4% | -22.6% | +28.0% | +6.3% |
| 6M | +26.0% | +62.8% | -36.8% | +14.5% |
| YTD | +23.7% | +68.3% | -44.7% | +11.3% |
| 1Y | +34.4% | +28.5% | +5.8% | +22.5% |
| All | +375.4% | +554.0% | -178.6% | +252.2% |
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