+31.9%
NXPI vs OUST
+11.1%
+20.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +15.7% | -14.9% | -1.5% |
| 7D | +5.3% | -0.2% | +5.5% | +5.1% |
| 30D | +9.5% | -24.0% | +33.5% | +13.6% |
| 3M | +12.0% | -29.9% | +41.9% | +16.9% |
| 6M | -8.1% | +19.1% | -27.3% | -12.6% |
| YTD | +23.7% | +55.0% | -31.3% | +12.6% |
| 1Y | +31.9% | +21.2% | +10.8% | +25.3% |
| All | +31.9% | +11.1% | +20.9% | +25.3% |
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 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