-55.8%
OUST vs TRU
-26.5%
-29.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.1% | -8.6% | -8.6% |
| 7D | -3.8% | 0.0% | -3.8% | -3.7% |
| 30D | +5.1% | +21.3% | -16.3% | -8.9% |
| 3M | -25.8% | +0.2% | -26.1% | -28.4% |
| 6M | -2.0% | +22.4% | -24.4% | -21.8% |
| YTD | +54.7% | -4.8% | +59.5% | +44.9% |
| 1Y | +48.8% | -0.2% | +49.0% | +34.0% |
| 3Y | +607.8% | +57.9% | +549.9% | +320.6% |
| All | -55.8% | -26.5% | -29.4% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling