+27.9%
NVO vs OUST
-64.1%
+92.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +14.0% | -14.0% | -0.4% |
| 7D | +0.8% | +17.0% | -16.2% | +0.3% |
| 30D | +5.4% | -16.5% | +21.9% | +5.7% |
| 3M | -11.2% | -23.7% | +12.5% | -10.8% |
| 6M | -10.8% | +18.4% | -29.2% | -12.8% |
| YTD | -16.8% | +60.8% | -77.6% | -19.9% |
| 1Y | -9.0% | +44.2% | -53.2% | -12.2% |
| 3Y | -56.5% | +668.1% | -724.6% | -60.3% |
| 5Y | -20.3% | -48.8% | +28.5% | -22.6% |
| All | +27.9% | -64.1% | +92.1% | +26.5% |
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