-64.1%
OUST vs TRU
-5.9%
-58.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -2.1% | +16.1% | +15.2% |
| 7D | +17.0% | +5.7% | +11.3% | +13.1% |
| 30D | -16.5% | +29.2% | -45.7% | -30.3% |
| 3M | -23.7% | +2.7% | -26.3% | -27.5% |
| 6M | +18.4% | +15.2% | +3.2% | -1.8% |
| YTD | +60.8% | -4.9% | +65.6% | +50.9% |
| 1Y | +44.2% | +3.4% | +40.8% | +26.8% |
| 3Y | +668.1% | +63.2% | +604.9% | +366.5% |
| 5Y | -48.8% | -26.6% | -22.2% | -49.1% |
| All | -64.1% | -5.9% | -58.3% | -66.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling