+227.7%
NXT vs OUST
+124.8%
+102.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.9% | -4.7% |
| 7D | +4.0% | +31.9% | -27.9% | -0.5% |
| 30D | +15.9% | -4.2% | +20.1% | +16.1% |
| 3M | -3.0% | -9.3% | +6.3% | -2.4% |
| 6M | -20.7% | +51.7% | -72.4% | -26.4% |
| YTD | +14.6% | +76.6% | -62.0% | +3.1% |
| 1Y | -7.1% | +48.9% | -56.0% | -14.9% |
| 3Y | +189.4% | +675.3% | -485.8% | +96.9% |
| All | +227.7% | +124.8% | +102.9% | +124.9% |
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