+324.0%
NTRA vs OUST
-60.6%
+384.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.5% |
| 7D | -19.7% | +31.9% | -51.6% | -23.9% |
| 30D | -22.1% | -4.2% | -17.9% | -22.4% |
| 3M | -2.0% | -9.3% | +7.3% | -2.2% |
| 6M | +60.6% | +51.7% | +8.9% | +38.9% |
| YTD | +36.2% | +76.6% | -40.4% | +12.1% |
| 1Y | +51.0% | +48.9% | +2.1% | +27.5% |
| 3Y | +567.5% | +675.3% | -107.8% | +230.6% |
| 5Y | +191.6% | -44.0% | +235.6% | +146.6% |
| All | +324.0% | -60.6% | +384.6% | +300.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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