+31.3%
NVO vs OUST
-60.2%
+91.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.8% | -8.2% | +2.3% |
| 7D | +2.3% | +36.7% | -34.4% | +1.4% |
| 30D | +7.1% | -3.3% | +10.4% | +7.0% |
| 3M | -11.3% | -11.1% | -0.2% | -11.3% |
| 6M | -9.0% | +53.1% | -62.1% | -11.8% |
| YTD | -14.6% | +78.2% | -92.8% | -18.0% |
| 1Y | -4.9% | +50.0% | -54.9% | -8.3% |
| 3Y | -54.9% | +836.2% | -891.0% | -59.0% |
| 5Y | -18.7% | -50.0% | +31.3% | -21.2% |
| All | +31.3% | -60.2% | +91.6% | +29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling