-65.5%
OUST vs NTRS
+153.8%
-219.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.3% | -8.8% | -8.8% |
| 7D | -3.8% | +3.2% | -7.0% | -6.3% |
| 30D | +5.1% | +9.6% | -4.5% | -2.4% |
| 3M | -25.8% | -6.0% | -19.8% | -20.7% |
| 6M | -2.0% | +10.4% | -12.4% | -9.6% |
| YTD | +54.7% | +32.5% | +22.3% | +23.4% |
| 1Y | +48.8% | +41.2% | +7.6% | +12.7% |
| 3Y | +607.8% | +173.4% | +434.4% | +224.3% |
| 5Y | -52.7% | +65.0% | -117.7% | -71.4% |
| All | -65.5% | +153.8% | -219.3% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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