+758.8%
OUST vs NVDX
+815.5%
-56.8%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.8% |
| 7D | +4.0% | -0.9% | +4.9% | +4.3% |
| 30D | -14.0% | +3.0% | -17.0% | -14.9% |
| 3M | -5.9% | +6.8% | -12.7% | -7.9% |
| 6M | +76.4% | +28.6% | +47.7% | +63.8% |
| YTD | +67.5% | +17.0% | +50.5% | +58.3% |
| 1Y | +27.1% | +27.0% | +0.1% | +17.0% |
| All | +758.8% | +815.5% | -56.8% | +393.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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