+77.6%
NXPI vs OUST
-62.4%
+140.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.0% |
| 7D | +1.9% | +5.2% | -3.3% | +1.1% |
| 30D | -1.4% | -19.3% | +17.8% | +1.3% |
| 3M | -29.1% | -22.6% | -6.4% | -28.1% |
| 6M | +6.2% | +62.8% | -56.6% | -4.8% |
| YTD | +5.9% | +68.3% | -62.5% | -6.3% |
| 1Y | +2.9% | +28.5% | -25.7% | -7.1% |
| 3Y | +14.5% | +554.0% | -539.5% | -27.8% |
| 5Y | +17.1% | -56.2% | +73.3% | +0.3% |
| All | +77.6% | -62.4% | +140.0% | +56.4% |
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