+474.2%
NVDA vs OUST
-45.2%
+519.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -13.2% | +14.0% | -27.1% | -15.3% |
| 30D | -23.2% | +2.5% | -25.8% | -24.2% |
| 3M | -20.0% | -15.3% | -4.7% | -18.9% |
| 6M | -20.6% | +42.6% | -63.3% | -29.6% |
| YTD | -6.6% | +76.6% | -83.2% | -21.9% |
| 1Y | -9.8% | +54.1% | -63.9% | -23.1% |
| 3Y | +260.5% | +675.3% | -414.8% | +85.2% |
| 5Y | +474.2% | -45.1% | +519.3% | +605.5% |
| All | +474.2% | -45.2% | +519.4% | +605.5% |
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