-41.1%
NVDL vs OUST
+40.1%
-81.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.5% | +4.5% | -1.6% |
| 7D | -24.8% | -3.8% | -21.0% | -24.3% |
| 30D | -48.0% | +5.1% | -53.1% | -49.1% |
| 3M | -51.5% | -25.8% | -25.7% | -48.3% |
| 6M | -54.9% | -2.0% | -52.9% | -57.8% |
| YTD | -39.2% | +54.7% | -93.9% | -56.5% |
| 1Y | -41.1% | +48.8% | -89.9% | -58.0% |
| All | -41.1% | +40.1% | -81.3% | -58.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling