+244.4%
NXT vs OUST
+104.7%
+139.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +14.0% | -8.7% | +3.2% |
| 7D | +32.2% | +17.0% | +15.2% | +28.9% |
| 30D | +21.9% | -16.5% | +38.4% | +24.8% |
| 3M | +6.6% | -23.7% | +30.2% | +10.1% |
| 6M | -16.8% | +18.4% | -35.2% | -20.1% |
| YTD | +20.4% | +60.8% | -40.4% | +10.0% |
| 1Y | -1.5% | +44.2% | -45.7% | -9.0% |
| 3Y | +182.4% | +668.1% | -485.7% | +92.7% |
| All | +244.4% | +104.7% | +139.7% | +140.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling