+87.3%
NTRA vs OUST
+29.4%
+57.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +2.2% |
| 7D | +1.6% | +4.0% | -2.5% | +1.2% |
| 30D | +3.8% | -14.0% | +17.7% | +4.8% |
| 3M | +48.2% | -5.9% | +54.2% | +45.1% |
| 6M | +61.0% | +76.4% | -15.4% | +41.2% |
| YTD | +44.2% | +67.5% | -23.3% | +26.1% |
| 1Y | +87.3% | +27.1% | +60.2% | +60.9% |
| All | +87.3% | +29.4% | +57.9% | +60.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling