+617.1%
OUST vs NTR
+38.7%
+578.4%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.2% | +2.4% |
| 7D | +5.2% | +8.1% | -2.9% | +1.5% |
| 30D | -19.3% | +18.8% | -38.0% | -25.7% |
| 3M | -22.6% | +16.2% | -38.9% | -28.7% |
| 6M | +62.8% | +9.8% | +53.0% | +52.1% |
| YTD | +68.3% | +30.9% | +37.5% | +39.9% |
| 1Y | +28.5% | +41.8% | -13.2% | -0.2% |
| All | +617.1% | +38.7% | +578.4% | +457.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling