+226.9%
NXT vs OUST
+79.5%
+147.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -9.0% | +2.3% | -5.3% |
| 7D | +24.7% | -5.0% | +29.8% | +25.6% |
| 30D | +13.0% | -32.0% | +45.1% | +19.5% |
| 3M | -0.2% | -32.4% | +32.1% | +5.1% |
| 6M | -19.3% | +6.7% | -26.0% | -21.1% |
| YTD | +14.3% | +41.0% | -26.7% | +6.7% |
| 1Y | -11.0% | +18.0% | -28.9% | -15.3% |
| 3Y | +167.8% | +560.6% | -392.8% | +87.1% |
| All | +226.9% | +79.5% | +147.4% | +132.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling