-64.1%
OUST vs NTR
+109.7%
-173.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.0% | +15.0% | +14.4% |
| 7D | +17.0% | +3.0% | +14.0% | +15.9% |
| 30D | -16.5% | +2.2% | -18.7% | -17.3% |
| 3M | -23.7% | +7.9% | -31.6% | -26.3% |
| 6M | +18.4% | -1.5% | +19.9% | +17.8% |
| YTD | +60.8% | +18.6% | +42.2% | +46.2% |
| 1Y | +44.2% | +31.7% | +12.5% | +25.2% |
| 3Y | +668.1% | +46.4% | +621.7% | +530.6% |
| 5Y | -48.8% | +24.2% | -73.0% | -58.1% |
| All | -64.1% | +109.7% | -173.8% | -71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling