-62.4%
OUST vs NVMI
+569.1%
-631.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.8% | -2.3% |
| 7D | +5.2% | +6.6% | -1.4% | +0.4% |
| 30D | -19.3% | -7.5% | -11.7% | -14.4% |
| 3M | -22.6% | -28.5% | +5.9% | +1.3% |
| 6M | +62.8% | -15.7% | +78.5% | +90.3% |
| YTD | +68.3% | +13.3% | +55.0% | +59.3% |
| 1Y | +28.5% | +48.3% | -19.7% | +2.5% |
| 3Y | +554.0% | +191.2% | +362.8% | +186.2% |
| 5Y | -56.2% | +268.7% | -324.9% | -83.6% |
| All | -62.4% | +569.1% | -631.6% | -87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling