+322.2%
NTRA vs OUST
-64.1%
+386.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | +14.0% | -28.6% | -16.9% |
| 7D | -25.0% | +17.0% | -42.0% | -27.4% |
| 30D | -21.5% | -16.5% | -5.0% | -19.9% |
| 3M | +17.1% | -23.7% | +40.7% | +20.1% |
| 6M | +44.4% | +18.4% | +26.1% | +29.9% |
| YTD | +35.6% | +60.8% | -25.2% | +13.4% |
| 1Y | +56.5% | +44.2% | +12.3% | +32.7% |
| 3Y | +620.8% | +668.1% | -47.3% | +253.7% |
| 5Y | +167.9% | -48.8% | +216.7% | +129.5% |
| All | +322.2% | -64.1% | +386.3% | +305.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling