+673.8%
OUST vs NTRS
+175.2%
+498.6%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.7% | -3.5% |
| 7D | +19.9% | +3.7% | +16.3% | +15.3% |
| 30D | +3.6% | +6.1% | -2.5% | -2.0% |
| 3M | -20.6% | -6.7% | -13.9% | -13.0% |
| 6M | +35.1% | +10.5% | +24.6% | +21.0% |
| YTD | +69.1% | +32.0% | +37.1% | +24.6% |
| 1Y | +49.9% | +37.0% | +12.9% | +6.4% |
| All | +673.8% | +175.2% | +498.6% | +104.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling