-62.3%
OUST vs NTRS
+153.0%
-215.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.7% | -3.7% |
| 7D | +19.9% | +3.7% | +16.3% | +16.4% |
| 30D | +3.6% | +6.1% | -2.5% | -0.7% |
| 3M | -20.6% | -6.7% | -13.9% | -14.6% |
| 6M | +35.1% | +10.5% | +24.6% | +24.6% |
| YTD | +69.1% | +32.0% | +37.1% | +35.3% |
| 1Y | +49.9% | +37.0% | +12.9% | +16.6% |
| 3Y | +642.4% | +173.6% | +468.8% | +240.2% |
| 5Y | -48.3% | +64.4% | -112.7% | -68.6% |
| All | -62.3% | +153.0% | -215.3% | -78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling