+94.4%
NXPI vs OUST
-64.1%
+158.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +14.0% | -12.4% | -0.4% |
| 7D | -4.4% | +17.0% | -21.4% | -6.7% |
| 30D | +5.6% | -16.5% | +22.1% | +7.7% |
| 3M | +7.6% | -23.7% | +31.3% | +10.6% |
| 6M | -17.6% | +18.4% | -35.9% | -22.8% |
| YTD | +15.9% | +60.8% | -44.9% | +2.4% |
| 1Y | +22.4% | +44.2% | -21.8% | +9.4% |
| 3Y | +43.2% | +668.1% | -624.9% | -12.2% |
| 5Y | +21.4% | -48.8% | +70.2% | +1.7% |
| All | +94.4% | -64.1% | +158.5% | +70.9% |
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