-62.4%
OUST vs NTR
+131.4%
-193.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.2% | +2.2% |
| 7D | +5.2% | +8.1% | -2.9% | +2.2% |
| 30D | -19.3% | +18.8% | -38.0% | -24.4% |
| 3M | -22.6% | +16.2% | -38.9% | -27.4% |
| 6M | +62.8% | +9.8% | +53.0% | +54.7% |
| YTD | +68.3% | +30.9% | +37.5% | +48.4% |
| 1Y | +28.5% | +41.8% | -13.2% | +8.9% |
| 3Y | +554.0% | +35.8% | +518.3% | +450.9% |
| 5Y | -56.2% | +51.0% | -107.3% | -66.6% |
| All | -62.4% | +131.4% | -193.8% | -70.9% |
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