-62.3%
OUST vs TRU
-5.9%
-56.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.5% |
| 7D | +19.9% | -2.2% | +22.1% | +21.4% |
| 30D | +3.6% | +20.2% | -16.6% | -9.1% |
| 3M | -20.6% | +2.2% | -22.9% | -24.4% |
| 6M | +35.1% | +17.6% | +17.5% | +11.3% |
| YTD | +69.1% | -5.0% | +74.1% | +59.0% |
| 1Y | +49.9% | -1.0% | +50.9% | +36.5% |
| 3Y | +642.4% | +56.5% | +585.9% | +367.3% |
| 5Y | -48.3% | -26.2% | -22.1% | -48.6% |
| All | -62.3% | -5.9% | -56.3% | -65.0% |
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