-62.6%
OUST vs NTR
+135.0%
-197.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.4% | -3.4% |
| 7D | +4.0% | +0.5% | +3.5% | +3.8% |
| 30D | -14.0% | +21.7% | -35.7% | -20.1% |
| 3M | -5.9% | +22.8% | -28.7% | -13.8% |
| 6M | +76.4% | +8.2% | +68.1% | +68.8% |
| YTD | +67.5% | +32.9% | +34.5% | +46.8% |
| 1Y | +27.1% | +45.3% | -18.2% | +6.6% |
| 3Y | +619.0% | +41.7% | +577.4% | +497.3% |
| 5Y | -54.9% | +49.8% | -104.7% | -65.5% |
| All | -62.6% | +135.0% | -197.6% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded NTR 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling