-61.4%
OUST vs NTR
+134.9%
-196.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.4% |
| 7D | +12.7% | +3.8% | +8.9% | +11.2% |
| 30D | -13.6% | +25.2% | -38.9% | -20.7% |
| 3M | -8.3% | +21.0% | -29.3% | -15.4% |
| 6M | +85.0% | +7.6% | +77.4% | +77.5% |
| YTD | +73.2% | +32.9% | +40.4% | +51.9% |
| 1Y | +32.5% | +43.1% | -10.6% | +11.9% |
| 3Y | +643.8% | +41.6% | +602.3% | +518.0% |
| 5Y | -52.1% | +54.8% | -106.9% | -63.8% |
| All | -61.4% | +134.9% | -196.2% | -70.2% |
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 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