+107.6%
NXPI vs OUST
-65.5%
+173.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.5% | +7.7% | +0.4% |
| 7D | +6.8% | -3.8% | +10.5% | +7.2% |
| 30D | +20.0% | +5.1% | +15.0% | +18.5% |
| 3M | +14.8% | -25.8% | +40.6% | +18.5% |
| 6M | -10.5% | -2.0% | -8.4% | -13.5% |
| YTD | +23.7% | +54.7% | -31.0% | +9.8% |
| 1Y | +34.1% | +48.8% | -14.7% | +19.3% |
| 3Y | +51.2% | +607.8% | -556.6% | -6.1% |
| 5Y | +33.4% | -52.7% | +86.1% | +12.9% |
| All | +107.6% | -65.5% | +173.1% | +83.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling