-42.8%
NVTS vs OUST
-49.1%
+6.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +14.0% | -4.5% | +3.3% |
| 7D | +1.5% | +17.0% | -15.5% | -4.9% |
| 30D | -23.8% | -16.5% | -7.3% | -17.0% |
| 3M | -30.6% | -23.7% | -6.9% | -21.8% |
| 6M | -48.4% | +18.4% | -66.8% | -53.9% |
| YTD | +20.6% | +60.8% | -40.2% | -4.3% |
| 1Y | -2.5% | +44.2% | -46.7% | -19.3% |
| 3Y | +44.0% | +668.1% | -624.1% | -49.6% |
| All | -42.8% | -49.1% | +6.3% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling