+673.8%
OUST vs TRU
+57.8%
+616.0%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.7% |
| 7D | +19.9% | -2.2% | +22.1% | +21.1% |
| 30D | +3.6% | +20.2% | -16.6% | -6.6% |
| 3M | -20.6% | +2.2% | -22.9% | -23.4% |
| 6M | +35.1% | +17.6% | +17.5% | +14.5% |
| YTD | +69.1% | -5.0% | +74.1% | +63.4% |
| 1Y | +49.9% | -1.0% | +50.9% | +40.2% |
| All | +673.8% | +57.8% | +616.0% | +279.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling