+2,622.7%
NVDL vs OUST
+199.5%
+2,423.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.1% |
| 7D | -0.8% | +4.0% | -4.9% | -1.7% |
| 30D | +3.4% | -14.0% | +17.4% | +6.7% |
| 3M | +8.1% | -5.9% | +14.0% | +6.2% |
| 6M | +31.9% | +76.4% | -44.5% | +10.2% |
| YTD | +21.1% | +67.5% | -46.4% | +1.6% |
| 1Y | +34.0% | +27.1% | +6.9% | +15.8% |
| 3Y | +677.9% | +619.0% | +58.9% | +342.9% |
| All | +2,622.7% | +199.5% | +2,423.2% | +1,728.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling