-52.1%
OUST vs NVMI
+265.1%
-317.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +1.9% |
| 7D | +12.7% | +11.7% | +1.0% | +3.5% |
| 30D | -13.6% | -4.0% | -9.6% | -10.4% |
| 3M | -8.3% | -25.8% | +17.5% | +17.5% |
| 6M | +85.0% | -8.3% | +93.3% | +104.6% |
| YTD | +73.2% | +14.8% | +58.4% | +61.1% |
| 1Y | +32.5% | +37.9% | -5.4% | +9.4% |
| 3Y | +643.8% | +216.3% | +427.6% | +176.0% |
| 5Y | -52.1% | +277.2% | -329.3% | -83.6% |
| All | -52.1% | +265.1% | -317.2% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling