+557.4%
NTRA vs OUST
+594.6%
-37.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.5% | +7.3% | -0.3% |
| 7D | +2.7% | -3.8% | +6.5% | +3.0% |
| 30D | -19.2% | +5.1% | -24.2% | -20.0% |
| 3M | +2.7% | -25.8% | +28.5% | +4.7% |
| 6M | +63.4% | -2.0% | +65.4% | +57.3% |
| YTD | +39.3% | +54.7% | -15.4% | +24.5% |
| 1Y | +59.0% | +48.8% | +10.2% | +42.3% |
| 3Y | +557.4% | +607.8% | -50.4% | +322.9% |
| All | +557.4% | +594.6% | -37.2% | +322.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling