-43.2%
NVTS vs OUST
-49.4%
+6.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.7% |
| 7D | +9.6% | +31.9% | -22.3% | -2.8% |
| 30D | -13.0% | -4.2% | -8.8% | -10.7% |
| 3M | -28.8% | -9.3% | -19.5% | -25.3% |
| 6M | -48.5% | +51.7% | -100.1% | -58.5% |
| YTD | +31.4% | +76.6% | -45.2% | 0.0% |
| 1Y | -2.3% | +48.9% | -51.2% | -20.2% |
| 3Y | +49.8% | +675.3% | -625.4% | -48.4% |
| 5Y | -43.2% | -44.0% | +0.9% | -37.3% |
| All | -43.2% | -49.4% | +6.3% | -37.3% |
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