-54.9%
NVO vs OUST
+594.6%
-649.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -8.5% | +10.9% | +2.7% |
| 7D | +3.3% | -3.8% | +7.1% | +3.4% |
| 30D | +9.2% | +5.1% | +4.2% | +8.9% |
| 3M | -9.8% | -25.8% | +16.1% | -9.2% |
| 6M | -10.4% | -2.0% | -8.4% | -12.3% |
| YTD | -14.1% | +54.7% | -68.8% | -18.6% |
| 1Y | -11.1% | +48.8% | -59.9% | -15.7% |
| 3Y | -54.9% | +607.8% | -662.8% | -57.5% |
| All | -54.9% | +594.6% | -649.6% | -57.5% |
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 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