+29.0%
NVO vs OUST
-62.3%
+91.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.2% | -0.9% |
| 7D | +0.9% | +19.9% | -19.1% | +0.3% |
| 30D | +6.8% | +3.6% | +3.2% | +6.5% |
| 3M | -11.3% | -20.6% | +9.4% | -10.9% |
| 6M | -12.4% | +35.1% | -47.5% | -14.7% |
| YTD | -16.1% | +69.1% | -85.2% | -19.3% |
| 1Y | -15.1% | +49.9% | -65.0% | -18.1% |
| 3Y | -56.2% | +642.4% | -698.6% | -60.0% |
| 5Y | -19.4% | -48.3% | +28.9% | -21.9% |
| All | +29.0% | -62.3% | +91.3% | +27.4% |
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