+28.5%
OUST vs TRU
-7.3%
+35.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.9% | +7.6% | +2.4% |
| 7D | +5.2% | -6.8% | +12.0% | +6.1% |
| 30D | -19.3% | 0.0% | -19.3% | -19.5% |
| 3M | -22.6% | +13.3% | -35.9% | -26.8% |
| 6M | +62.8% | +3.4% | +59.3% | +59.7% |
| YTD | +68.3% | -6.4% | +74.7% | +75.3% |
| 1Y | +28.5% | -9.7% | +38.2% | +31.5% |
| All | +28.5% | -7.3% | +35.8% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling