-62.3%
OUST vs NTR
+108.9%
-171.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.0% |
| 7D | +19.9% | -1.4% | +21.3% | +20.5% |
| 30D | +3.6% | +2.2% | +1.4% | +2.7% |
| 3M | -20.6% | +6.8% | -27.5% | -23.1% |
| 6M | +35.1% | +0.6% | +34.4% | +32.7% |
| YTD | +69.1% | +18.2% | +50.9% | +54.1% |
| 1Y | +49.9% | +21.3% | +28.6% | +34.8% |
| 3Y | +642.4% | +46.6% | +595.8% | +510.4% |
| 5Y | -48.3% | +21.3% | -69.6% | -57.3% |
| All | -62.3% | +108.9% | -171.2% | -69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling