+281.7%
NVDA vs OUST
+794.9%
-513.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +10.8% | -15.1% | -5.6% |
| 7D | -11.6% | +36.7% | -48.3% | -15.1% |
| 30D | -22.1% | -3.3% | -18.7% | -22.2% |
| 3M | -20.1% | -11.1% | -9.0% | -19.8% |
| 6M | -16.8% | +53.1% | -69.8% | -23.7% |
| YTD | -4.0% | +78.2% | -82.2% | -14.8% |
| 1Y | -4.8% | +50.0% | -54.8% | -14.2% |
| 3Y | +281.7% | +836.2% | -554.5% | +190.9% |
| All | +281.7% | +794.9% | -513.2% | +190.9% |
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 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