-54.9%
OUST vs NTRS
+88.7%
-143.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.2% |
| 7D | +4.0% | +0.9% | +3.2% | +3.1% |
| 30D | -14.0% | -1.2% | -12.8% | -12.8% |
| 3M | -5.9% | +8.8% | -14.7% | -13.9% |
| 6M | +76.4% | +34.7% | +41.7% | +30.4% |
| YTD | +67.5% | +37.2% | +30.2% | +23.4% |
| 1Y | +27.1% | +46.3% | -19.2% | -10.4% |
| 3Y | +619.0% | +163.2% | +455.8% | +194.1% |
| 5Y | -54.9% | +86.9% | -141.9% | -76.7% |
| All | -54.9% | +88.7% | -143.6% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling