-1.5%
NXT vs OUST
+32.6%
-34.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +14.0% | -8.7% | +1.3% |
| 7D | +32.2% | +17.0% | +15.2% | +26.0% |
| 30D | +21.9% | -16.5% | +38.4% | +27.0% |
| 3M | +6.6% | -23.7% | +30.2% | +12.9% |
| 6M | -16.8% | +18.4% | -35.2% | -23.8% |
| YTD | +20.4% | +60.8% | -40.4% | -3.9% |
| 1Y | -1.5% | +44.2% | -45.7% | -18.2% |
| All | -1.5% | +32.6% | -34.1% | -18.2% |
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