+91.4%
NXPI vs OUST
-68.5%
+159.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -9.0% | +1.2% | -6.5% |
| 7D | -8.1% | -5.0% | -3.1% | -7.6% |
| 30D | 0.0% | -32.0% | +32.1% | +5.2% |
| 3M | +6.2% | -32.4% | +38.6% | +11.3% |
| 6M | -15.7% | +6.7% | -22.4% | -19.8% |
| YTD | +14.1% | +41.0% | -26.9% | +2.9% |
| 1Y | +18.2% | +18.0% | +0.2% | +8.9% |
| 3Y | +42.0% | +560.6% | -518.6% | -11.0% |
| 5Y | +19.5% | -55.1% | +74.6% | +2.1% |
| All | +91.4% | -68.5% | +159.9% | +71.7% |
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