+48.9%
OUST vs NVDX
-44.8%
+93.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -11.0% | +10.0% | +4.8% |
| 7D | +31.9% | -34.6% | +66.5% | +61.6% |
| 30D | -4.2% | -47.9% | +43.7% | +33.5% |
| 3M | -9.3% | -44.4% | +35.1% | +21.3% |
| 6M | +51.7% | -47.3% | +99.0% | +103.0% |
| YTD | +76.6% | -36.9% | +113.5% | +100.1% |
| 1Y | +48.9% | -46.8% | +95.7% | +81.5% |
| All | +48.9% | -44.8% | +93.7% | +81.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling