+1,226.7%
NVDA vs OUST
-68.5%
+1,295.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.0% | -0.3% | -7.8% |
| 7D | -15.0% | -5.0% | -10.0% | -14.5% |
| 30D | -24.1% | -32.0% | +7.9% | -19.7% |
| 3M | -17.1% | -32.4% | +15.3% | -12.7% |
| 6M | -7.4% | +6.7% | -14.1% | -13.3% |
| YTD | -2.4% | +41.0% | -43.4% | -14.2% |
| 1Y | -6.7% | +18.0% | -24.7% | -15.9% |
| 3Y | +304.7% | +560.6% | -255.9% | +125.5% |
| 5Y | +513.1% | -55.1% | +568.2% | +423.7% |
| All | +1,226.7% | -68.5% | +1,295.2% | +1,086.4% |
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