+6.9%
NXT vs OUST
+11.1%
-4.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +15.7% | -4.6% | +6.8% |
| 7D | +30.0% | -0.2% | +30.2% | +29.7% |
| 30D | +28.6% | -24.0% | +52.6% | +37.5% |
| 3M | +8.4% | -29.9% | +38.3% | +17.3% |
| 6M | -8.7% | +19.1% | -27.9% | -15.5% |
| YTD | +22.5% | +55.0% | -32.5% | +1.7% |
| 1Y | +6.9% | +21.2% | -14.3% | -5.7% |
| All | +6.9% | +11.1% | -4.2% | -5.7% |
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 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