-7.8%
NVTS vs OUST
-48.0%
+40.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +5.6% |
| 7D | +2.7% | +5.2% | -2.5% | +0.5% |
| 30D | -4.5% | -19.3% | +14.8% | +4.6% |
| 3M | -61.5% | -22.6% | -38.9% | -58.2% |
| 6M | +28.0% | +62.8% | -34.8% | -0.7% |
| YTD | +65.3% | +68.3% | -3.1% | +28.0% |
| 1Y | +113.0% | +28.5% | +84.5% | +83.0% |
| 3Y | +34.7% | +554.0% | -519.3% | -50.7% |
| All | -7.8% | -48.0% | +40.1% | -9.8% |
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 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