+3.6%
NVT vs OUST
+11.1%
-7.5%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +15.7% | -28.5% | -16.2% |
| 7D | -19.5% | -0.2% | -19.3% | -19.8% |
| 30D | -32.4% | -24.0% | -8.4% | -28.5% |
| 3M | -30.3% | -29.9% | -0.5% | -25.5% |
| 6M | -30.4% | +19.1% | -49.6% | -35.3% |
| YTD | +11.3% | +55.0% | -43.6% | -6.3% |
| 1Y | +3.6% | +21.2% | -17.6% | -6.9% |
| All | +3.6% | +11.1% | -7.5% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling