+207.3%
NXT vs OUST
+115.3%
+92.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.2% | -2.7% | -6.3% |
| 7D | -6.0% | +19.9% | -25.9% | -8.7% |
| 30D | +5.4% | +3.6% | +1.8% | +4.5% |
| 3M | -9.7% | -20.6% | +10.9% | -7.3% |
| 6M | -25.3% | +35.1% | -60.4% | -29.5% |
| YTD | +7.5% | +69.1% | -61.7% | -2.7% |
| 1Y | -3.0% | +49.9% | -52.9% | -11.0% |
| 3Y | +171.4% | +642.4% | -471.0% | +85.9% |
| All | +207.3% | +115.3% | +92.0% | +112.4% |
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 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