-62.6%
OUST vs NVMI
+572.3%
-634.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.5% | -2.7% |
| 7D | +4.0% | +6.9% | -2.9% | -1.0% |
| 30D | -14.0% | -2.8% | -11.1% | -11.7% |
| 3M | -5.9% | -27.3% | +21.4% | +21.3% |
| 6M | +76.4% | -13.7% | +90.0% | +103.1% |
| YTD | +67.5% | +13.8% | +53.6% | +58.0% |
| 1Y | +27.1% | +34.9% | -7.7% | +8.1% |
| 3Y | +619.0% | +213.5% | +405.5% | +197.5% |
| 5Y | -54.9% | +272.5% | -327.4% | -83.2% |
| All | -62.6% | +572.3% | -634.9% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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