-62.4%
OUST vs NTRS
+165.8%
-228.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.6% |
| 7D | +5.2% | +0.4% | +4.8% | +4.9% |
| 30D | -19.3% | +1.7% | -21.0% | -20.4% |
| 3M | -22.6% | +8.9% | -31.5% | -28.4% |
| 6M | +62.8% | +30.6% | +32.2% | +28.4% |
| YTD | +68.3% | +38.7% | +29.7% | +27.7% |
| 1Y | +28.5% | +48.1% | -19.5% | -6.3% |
| 3Y | +554.0% | +165.5% | +388.5% | +201.4% |
| 5Y | -56.2% | +85.6% | -141.8% | -75.4% |
| All | -62.4% | +165.8% | -228.2% | -79.7% |
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 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