-63.7%
OUST vs NTRS
+166.6%
-230.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.1% | -4.0% |
| 7D | -1.7% | +0.3% | -2.0% | -2.0% |
| 30D | -21.9% | +0.2% | -22.1% | -22.0% |
| 3M | -8.2% | +13.2% | -21.4% | -18.1% |
| 6M | +57.5% | +36.9% | +20.6% | +18.9% |
| YTD | +62.8% | +39.1% | +23.7% | +23.0% |
| 1Y | +24.5% | +50.4% | -25.9% | -10.5% |
| 3Y | +599.0% | +166.8% | +432.2% | +220.5% |
| 5Y | -54.9% | +92.9% | -147.8% | -75.0% |
| All | -63.7% | +166.6% | -230.3% | -80.5% |
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