+43.3%
NVO vs OUST
-61.4%
+104.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.9% | -6.0% | -3.2% |
| 7D | +0.1% | +12.7% | -12.6% | -0.3% |
| 30D | -3.2% | -13.6% | +10.4% | -2.9% |
| 3M | +11.5% | -8.3% | +19.8% | +10.8% |
| 6M | +22.9% | +85.0% | -62.1% | +18.3% |
| YTD | -6.8% | +73.2% | -80.1% | -10.2% |
| 1Y | -12.6% | +32.5% | -45.1% | -15.4% |
| 3Y | -49.6% | +643.8% | -693.4% | -53.9% |
| 5Y | +0.6% | -52.1% | +52.7% | -2.2% |
| All | +43.3% | -61.4% | +104.7% | +41.8% |
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