+348.9%
NTRA vs OUST
-62.6%
+411.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +2.5% |
| 7D | +1.6% | +4.0% | -2.5% | +0.9% |
| 30D | +3.8% | -14.0% | +17.7% | +5.9% |
| 3M | +48.2% | -5.9% | +54.2% | +44.1% |
| 6M | +61.0% | +76.4% | -15.4% | +35.5% |
| YTD | +44.2% | +67.5% | -23.3% | +21.3% |
| 1Y | +87.3% | +27.1% | +60.2% | +61.7% |
| 3Y | +509.4% | +619.0% | -109.6% | +207.1% |
| 5Y | +175.1% | -54.9% | +230.0% | +145.3% |
| All | +348.9% | -62.6% | +411.6% | +333.4% |
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