+617.1%
OUST vs NVMI
+198.0%
+419.2%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.8% | -2.2% |
| 7D | +5.2% | +6.6% | -1.4% | +0.5% |
| 30D | -19.3% | -7.5% | -11.7% | -14.6% |
| 3M | -22.6% | -28.5% | +5.9% | +0.1% |
| 6M | +62.8% | -15.7% | +78.5% | +90.7% |
| YTD | +68.3% | +13.3% | +55.0% | +63.9% |
| 1Y | +28.5% | +48.3% | -19.7% | +8.8% |
| All | +617.1% | +198.0% | +419.2% | +237.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling