+48.8%
OUST vs TRU
+0.8%
+48.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.1% | -8.6% | -8.5% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | +5.1% | +21.3% | -16.3% | +5.9% |
| 3M | -25.8% | +0.2% | -26.1% | -25.7% |
| 6M | -2.0% | +22.4% | -24.4% | -6.4% |
| YTD | +54.7% | -4.8% | +59.5% | +63.0% |
| 1Y | +48.8% | -0.2% | +49.0% | +51.7% |
| All | +48.8% | +0.8% | +48.0% | +51.7% |
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