+335.4%
NTRA vs OUST
-60.2%
+395.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.8% | -7.7% | +1.4% |
| 7D | -15.4% | +36.7% | -52.1% | -20.3% |
| 30D | -20.0% | -3.3% | -16.7% | -20.4% |
| 3M | -0.5% | -11.1% | +10.6% | -0.4% |
| 6M | +64.9% | +53.1% | +11.9% | +42.4% |
| YTD | +39.9% | +78.2% | -38.4% | +14.9% |
| 1Y | +60.5% | +50.0% | +10.5% | +35.4% |
| 3Y | +605.9% | +836.2% | -230.3% | +233.4% |
| 5Y | +183.0% | -50.0% | +233.0% | +145.3% |
| All | +335.4% | -60.2% | +395.7% | +310.5% |
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