+1,323.1%
NVDL vs OUST
+202.5%
+1,120.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -4.2% | -4.7% | -8.0% |
| 7D | -17.5% | +19.9% | -37.4% | -21.0% |
| 30D | -49.2% | +3.6% | -52.8% | -50.0% |
| 3M | -49.0% | -20.6% | -28.3% | -46.9% |
| 6M | -50.9% | +35.1% | -86.0% | -56.5% |
| YTD | -36.7% | +69.1% | -105.8% | -47.5% |
| 1Y | -43.0% | +49.9% | -92.9% | -51.7% |
| 3Y | +281.1% | +642.4% | -361.3% | +115.3% |
| All | +1,323.1% | +202.5% | +1,120.6% | +844.7% |
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