+40.3%
NVDL vs OUST
+34.0%
+6.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.9% | -6.9% | -4.7% |
| 7D | +7.3% | +12.7% | -5.4% | +4.3% |
| 30D | -0.7% | -13.6% | +12.9% | +2.6% |
| 3M | +9.5% | -8.3% | +17.8% | +7.5% |
| 6M | +41.6% | +85.0% | -43.3% | +12.7% |
| YTD | +23.3% | +73.2% | -49.9% | -2.3% |
| 1Y | +40.3% | +32.5% | +7.8% | +11.5% |
| All | +40.3% | +34.0% | +6.3% | +11.5% |
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 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