-61.4%
OUST vs TRU
-10.0%
-51.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.8% | +5.7% | +4.7% |
| 7D | +12.7% | -7.2% | +19.9% | +17.7% |
| 30D | -13.6% | -2.8% | -10.8% | -13.0% |
| 3M | -8.3% | +13.0% | -21.3% | -19.8% |
| 6M | +85.0% | +0.7% | +84.3% | +71.6% |
| YTD | +73.2% | -9.0% | +82.2% | +71.2% |
| 1Y | +32.5% | -16.3% | +48.8% | +39.2% |
| 3Y | +643.8% | -1.1% | +644.9% | +557.3% |
| 5Y | -52.1% | -36.0% | -16.1% | -48.1% |
| All | -61.4% | -10.0% | -51.4% | -62.3% |
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