+427.9%
NVDL vs OUST
+626.4%
-198.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +14.0% | -8.6% | +2.0% |
| 7D | -18.2% | +17.0% | -35.2% | -21.4% |
| 30D | -40.1% | -16.5% | -23.6% | -37.8% |
| 3M | -31.9% | -23.7% | -8.3% | -28.3% |
| 6M | -29.3% | +18.4% | -47.7% | -36.1% |
| YTD | -19.2% | +60.8% | -80.0% | -33.1% |
| 1Y | -23.3% | +44.2% | -67.5% | -35.2% |
| 3Y | +427.9% | +668.1% | -240.3% | +243.0% |
| All | +427.9% | +626.4% | -198.6% | +243.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling