-12.8%
NVO vs OUST
+33.5%
-46.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.0% |
| 7D | +2.2% | +5.2% | -3.1% | +1.9% |
| 30D | +6.0% | -19.3% | +25.2% | +6.9% |
| 3M | +7.9% | -22.6% | +30.5% | +7.3% |
| 6M | +27.1% | +62.8% | -35.7% | +10.8% |
| YTD | -3.8% | +68.3% | -72.2% | -17.8% |
| 1Y | -12.8% | +28.5% | -41.4% | -25.6% |
| All | -12.8% | +33.5% | -46.3% | -25.6% |
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