+1,263.5%
NVDA vs OUST
-64.1%
+1,327.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +14.0% | -11.2% | +0.5% |
| 7D | -8.8% | +17.0% | -25.8% | -11.4% |
| 30D | -21.4% | -16.5% | -4.9% | -19.6% |
| 3M | -14.7% | -23.7% | +9.0% | -12.0% |
| 6M | -10.0% | +18.4% | -28.4% | -17.2% |
| YTD | +0.3% | +60.8% | -60.5% | -13.7% |
| 1Y | -0.5% | +44.2% | -44.7% | -13.3% |
| 3Y | +309.2% | +668.1% | -358.9% | +122.1% |
| 5Y | +530.1% | -48.8% | +578.9% | +426.4% |
| All | +1,263.5% | -64.1% | +1,327.7% | +1,092.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling